One of the most famous conjectures in combinatorial optimization is the four-thirds conjecture, which states that the integrality gap of the Subtour LP relaxation of the TSP is equal to 43. For 40 years, the best known upper bound was 1.5, due to Wolsey [1]. Recently, Karlin, Klein, and Oveis Gharan [2] showed that the max entropy algorithm for the TSP gives an improved bound of 1.5−10−36. In this paper, we show that the maximum entropy algorithm is a 107-approximation for half-integral cycle cut instances of the TSP. This class of instances contains examples which demonstrate the subtour LP has an integrality gap of at least 43, as well as examples showing that the performance of the max entropy algorithm is no better than 118. We note that in [3], the authors gave an algorithm upper bounding the integrality gap of this class of instances by 43, so this work does not (and could not) provide an improved bound on the integrality gap. However, since there is no reason to believe that the analysis of the maximum entropy algorithm on general instances is tight, our work provides hope (and potentially direction) for improved analysis on other instance classes.
This paper considers the relationship between semidefinite programs (SDPs), matrix rank, and maximum cuts of graphs. Utilizing complementary slackness conditions for SDPs, we investigate when the rank 1 feasible solution corresponding to a max cut is the unique optimal solution to the Goemans-Williamson max cut SDP by showing the existence of an optimal dual solution with rank n−1. Our results consider connected bipartite graphs and graphs with multiple max cuts. We conclude with a conjecture for general graphs.
One of the most famous conjectures in combinatorial optimization is the four-thirds conjecture, which states that the integrality gap of the subtour LP relaxation of the TSP is equal to 4/3 . For 40 years, the best known upper bound was 1.5, due to Wolsey [Wol80]. Recently, Karlin, Klein, and Oveis Gharan [KKO22] showed that the max entropy algorithm for the TSP gives an improved bound of 1.5 - 10^-36 . In this paper, we show that the approximation ratio of the max entropy algorithm is at least 1.375, even for graphic TSP. Thus the max entropy algorithm does not appear to be the algorithm that will ultimately resolve the four-thirds conjecture in the affirmative, should that be possible.
One of the most prevalent demand models in the revenue management literature is based on dividing the selling horizon into a number of time periods such that there is at most one customer arrival at each time period. This demand model is equivalent to using a discrete-time approximation to a Poisson process, but it has an important shortcoming. If the mean number of customer arrivals is large, then the coefficient of variation of the number of customer arrivals has to be small. In other words, large demand volume and large demand variability cannot coexist in this demand model. In this paper, we start with a revenue management model that incorporates general mean and variance for the number of customer arrivals. This revenue management model has a random selling horizon length, capturing the distribution of the number of customer arrivals. The question we seek to answer is the form of the fluid approximation that corresponds to this revenue management model. It is tempting to construct the fluid approximation by computing the expected consumption of the resource capacities in the constraints and the total expected revenue in the objective function through the distribution of the number of customer arrivals. We demonstrate that this answer is wrong in the sense that it yields a fluid approximation that is not asymptotically tight as the resource capacities get large. We give an alternative fluid approximation where perhaps surprisingly, the distribution of the number of customer arrivals does not play any role in the constraints. We show that this fluid approximation is asymptotically tight as the resource capacities get large. A numerical study also demonstrates that the policies driven by the latter fluid approximation perform substantially better, so there is practical value in getting the fluid approximation right under high-variance demand. This paper was accepted by Omar Besbes, revenue management and market analytics. Funding: The work of the O. El Housni and H. Topaloglu was supported by a seed grant from Urban Tech research hub at Cornell Tech. Supplemental Material: The data files and online appendix are available at https://doi.org/10.1287/mnsc.2023.4769 .
Facet-defining inequalities of the symmetric traveling salesman problem (TSP) polytope play a prominent role in both polyhedral TSP research and state-of-the-art TSP solvers. In this paper, we introduce a new class of facet-defining inequalities, the circlet inequalities. These inequalities were first conjectured in Gutekunst and Williamson [Gutekunst SC, Williamson DP (2019) Characterizing the integrality gap of the subtour LP for the circulant traveling salesman problem. SIAM J. Discrete Math. 33(4):2452–2478] when studying the circulant TSP, and they provide a bridge between polyhedral TSP research and number-theoretic investigations of Hamiltonian cycles stemming from a conjecture from Marco Buratti in 2007. The circlet inequalities exhibit circulant symmetry by placing the same weight on all edges of a given length; our main proof exploits this symmetry to prove the validity of the circlet inequalities. We then show that the circlet inequalities are facet-defining and compute their strength following Goemans [Goemans MX (1995) Worst-case comparison of valid inequalities for the TSP. Math. Programming 69:335–349]; they achieve the same worst case strength as the similarly circulant crown inequalities of Naddef and Rinaldi [Naddef D, Rinaldi G (1992) The crown inequalities for the symmetric traveling salesman polytope. Math. Oper. Res. 17(2):308–326] but are generally stronger. Funding: This material is based upon work supported by the National Science Foundation Graduate Research Fellowship Program [Grant DGE-1650441] and by the National Science Foundation Division of Computing and Communications Foundations [Grant CCF-1908517].
The Simplex algorithm for solving linear programs---one of Computing in Science & Engineering's top 10 most influential algorithms of the 20th century---is an important topic in many algorithms courses. While the algorithm relies on intuitive geometric ideas, the computationally-involved mechanics of the algorithm can obfuscate a geometric understanding. In this paper, we present gilp, an easy-to-use Simplex algorithm visualization tool designed to connect the mechanical steps of the algorithm with their geometric interpretation. We provide an extensive library of example visualizations, and our tool allows instructors to quickly produce custom interactive HTML files for students to experiment with the algorithm (without requiring students to install anything!). The tool can also be used for interactive assignments in Jupyter notebooks, and has been incorporated into a forthcoming Data Science and Decision Making interactive textbook. In this paper, we first describe how the tool fits into the existing algorithm visualization literature: how it was designed to facilitate student engagement and instructor adoption, and how it substantially extends existing algorithm visualization tools for Simplex. We then describe the development and usage of the tool, and report feedback from its use in a course with roughly 100 students. Student feedback was overwhelmingly positive, with students finding the tool easy to use: it effectively helped them link the algebraic and geometrical views of the Simplex algorithm and understand its nuances. Finally, gilp is open-source, includes an extension to visualizing linear programming-based branch and bound, and is readily amenable to further extensions.
A long-standing conjecture for the traveling salesman problem (TSP) states that the integrality gap of the standard linear programming relaxation of the TSP (sometimes called the Subtour LP or the Held-Karp bound) is at most 4/3 for symmetric instances of the TSP obeying the triangle inequality. In this paper we consider the half-integral case, in which a feasible solution to the LP has solution values in { 0 , 1 / 2 , 1 } . Karlin, Klein, and Oveis Gharan [ 9 ], in a breakthrough result, were able to show that in the half-integral case, the integrality gap is at most 1.49993; Gupta et al. [ 6 ] showed a slight improvement of this result to 1.4983. Both of these papers consider a hierarchy of critical tight sets in the support graph of the LP solution, in which some of the sets correspond to cycle cuts and the others to degree cuts . Here we show that if all the sets in the hierarchy correspond to cycle cuts, then we can find a distribution of tours whose expected cost is at most 4/3 times the value of the half-integral LP solution; sampling from the distribution gives us a randomized 4/3-approximation algorithm. We note that known bad cases for the integrality gap have a gap of 4/3 and have a half-integral LP solution in which all the critical tight sets in the hierarchy are cycle cuts; thus our result is tight.
This paper revisits the 2-approximation algorithm for $k$-MST presented by Garg in light of a recent paper of Paul et al.. In the $k$-MST problem, the goal is to return a tree spanning $k$ vertices of minimum total edge cost. Paul et al. extend Garg's primal-dual subroutine to improve the approximation ratios for the budgeted prize-collecting traveling salesman and minimum spanning tree problems. We follow their algorithm and analysis to provide a cleaner version of Garg's result. Additionally, we introduce the novel concept of a kernel which allows an easier visualization of the stages of the algorithm and a clearer understanding of the pruning phase. Other notable updates include presenting a linear programming formulation of the $k$-MST problem, including pseudocode, replacing the coloring scheme used by Garg with the simpler concept of neutral sets, and providing an explicit potential function.
We experimentally evaluate the performance of several Max Cut approximation algorithms. In particular, we compare the results of the Goemans and Williamson algorithm using semidefinite programming with Trevisan’s algorithm using spectral partitioning. The former algorithm has a known .878 approximation guarantee whereas the latter has a .614 approximation guarantee. We investigate whether this gap in approximation guarantees is evident in practice or whether the spectral algorithm performs as well as the SDP. We also compare the performances to the standard greedy Max Cut algorithm which has a .5 approximation guarantee, two additional spectral algorithms, and a heuristic from Burer, Monteiro, and Zhang (BMZ). The algorithms are tested on Erdős–Renyi random graphs, complete graphs from TSPLIB, and real-world graphs from the Network Repository. We find, unsurprisingly, that the spectral algorithms provide a significant speed advantage over the SDP. In our experiments, the spectral algorithms and BMZ heuristic return cuts with values which are competitive with those of the SDP.
Over the last two decades, a significant line of work in theoretical algorithms has made progress in solving linear systems of the form Lx = b , where L is the Laplacian matrix of a weighted graph with weights w(i,j)>0 on the edges. The solution x of the linear system can be interpreted as the potentials of an electrical flow in which the resistance on edge (i, j) is 1/w(i, j). Kelner et al. (in: Proceedings of the 45th Annual ACM Symposium on the Theory of Computing, pp 911–920, 2013. https://doi.org/10.1145/2488608.2488724 ) give a combinatorial, near-linear time algorithm that maintains the Kirchoff Current Law, and gradually enforces the Kirchoff Potential Law by updating flows around cycles (cycle toggling). In this paper, we consider a dual version of the algorithm that maintains the Kirchoff Potential Law, and gradually enforces the Kirchoff Current Law by cut toggling: each iteration updates all potentials on one side of a fundamental cut of a spanning tree by the same amount. We prove that this dual algorithm also runs in a near-linear number of iterations. We show, however, that if we abstract cut toggling as a natural data structure problem, this problem can be reduced to the online vector–matrix-vector problem, which has been conjectured to be difficult for dynamic algorithms (Henzinger et al., in: Proceedings of the 47th Annual ACM Symposium on the Theory of Computing, pp 21–30, 2015. https://doi.org/10.1145/2746539.2746609 ). The conjecture implies that the data structure does not have an O(n^1-ϵ) time algorithm for any ϵ > 0 , and thus a straightforward implementation of the cut-toggling algorithm requires essentially linear time per iteration. To circumvent the lower bound, we batch update steps, and perform them simultaneously instead of sequentially. An appropriate choice of batching leads to an O(m^1.5) time cut-toggling algorithm for solving Laplacian systems. Furthermore, we show that if we sparsify the graph and call our algorithm recursively on the Laplacian system implied by batching and sparsifying, we can reduce the running time to O(m^1 + ϵ) for any ϵ > 0 . Thus, the dual cut-toggling algorithm can achieve (almost) the same running time as its primal cycle-toggling counterpart.
The traveling salesman problem (TSP) is a fundamental problem in combinatorial optimization. Several semidefinite programming relaxations have been proposed recently that exploit a variety of mathematical structures including, e.g., algebraic connectivity, permutation matrices, and association schemes. The main results of this paper are twofold. First, de Klerk and Sotirov [9] present an SDP based on permutation matrices and symmetry reduction; they show that it is incomparable to the subtour elimination linear program, but generally dominates it on small instances. We provide a family of \emph{simplicial TSP instances} that shows that the integrality gap of this SDP is unbounded. Second, we show that these simplicial TSP instances imply the unbounded integrality gap of every SDP relaxation of the TSP mentioned in the survey on SDP relaxations of the TSP in Section 2 of Sotirov [24]. In contrast, the subtour LP performs perfectly on simplicial instances. The simplicial instances thus form a natural litmus test for future SDP relaxations of the TSP.
In this paper, we consider the online vertex-weighted bipartite matching problem in the random arrival model. We consider the generalization of the RANKING algorithm for this problem introduced by Huang, Tang, Wu, and Zhang [9], who show that their algorithm has a competitive ratio of 0.6534. We show that assumptions in their analysis can be weakened, allowing us to replace their derivation of a crucial function g on the unit square with a linear program that computes the values of a best possible g under these assumptions on a discretized unit square. We show that the discretization does not incur much error, and show computationally that we can obtain a competitive ratio of 0.6629. To compute the bound over our discretized unit square we use parallelization, and still needed two days of computing on a 64-core machine. Furthermore, by modifying our linear program somewhat, we can show computationally an upper bound on our approach of 0.6688; any further progress beyond this bound will require either further weakening in the assumptions of g or a stronger analysis than that of Huang et al.
This paper considers the interplay between semidefinite programming, matrix rank, and graph coloring. Karger, Motwani, and Sudan [10] give a vector program for which a coloring of the graph can be encoded as a semidefinite matrix of low rank. By complementary slackness conditions of semidefinite programming, if an optimal dual solution has sufficiently high rank, any optimal primal solution must have low rank. We attempt to characterize graphs for which we can show that the corresponding dual optimal solution must have sufficiently high rank. In the case of the original Karger, Motwani, and Sudan vector program, we show that any graph which is a k-tree has sufficiently high dual rank, and we can extract the coloring from the corresponding low-rank primal solution. We can also show that if the graph is not uniquely colorable, then no sufficiently high rank dual optimal solution can exist. This allows us to completely characterize the planar graphs for which dual optimal solutions have sufficiently high dual rank, since it is known that the uniquely colorable planar graphs are precisely the planar 3-trees. We then modify the semidefinite program to have an objective function with costs, and explore when we can create a cost function whose optimal dual solution has sufficiently high rank. We show that it is always possible to construct such a cost function given the graph coloring. The construction of the cost function gives rise to a heuristic for graph coloring which we show works well in the case of planar graphs; we enumerated all maximal planar graphs with a K_4 of up to 14 vertices, and the heuristics successfully colored 99.75
The symmetric circulant TSP is a special case of the traveling salesman problem in which edge costs are symmetric and obey circulant symmetry. Despite the substantial symmetry of the input, remarkably little is known about the symmetric circulant TSP, and the complexity of the problem has been an often-cited open question. Considerable effort has been made to understand the case in which only edges of two lengths are allowed to have finite cost: the two-stripe symmetric circulant TSP (see Greco and Gerace [8] and Gerace and Greco [6]). In this paper, we resolve the complexity of the two-stripe symmetric circulant TSP. To do so, we reduce two-stripe symmetric circulant TSP to the problem of finding certain minimum-cost Hamiltonian paths on cylindrical graphs. We then solve this Hamiltonian path problem. Our results show that the two-stripe symmetric circulant TSP is in P. Note that the input of a two-stripe symmetric circulant TSP instance consists of a constant number of inputs (including n, the number of cities), so that a polynomial-time algorithm for the decision problem must run in time polylogarithmic in n, and a polynomial-time algorithm for the optimization problem cannot output the tour. We address this latter difficulty by showing that the optimal tour must fall into one of two parameterized classes of tours, and that we can output the class and the parameters in polynomial time. Thus we make a substantial contribution to the set of polynomial-time solvable special cases of the TSP [7,10], and take an important step towards resolving the complexity of the general symmetric circulant TSP.
We study the problem of finding flows in undirected graphs so as to minimize the weighted $p$-norm of the flow for any $p > 1$. When $p=2$, the problem is that of finding an electrical flow, and its dual is equivalent to solving a Laplacian linear system. The case $p = \infty$ corresponds to finding a min-congestion flow, which is equivalent to max-flows. A typical algorithmic construction for such problems considers vertex potentials corresponding to the flow conservation constraints, and has two simple types of update steps: cycle toggling, which modifies the flow along a cycle, and cut toggling, which modifies all potentials on one side of a cut. Both types of steps are typically performed relative to a spanning tree $T$; then the cycle is a fundamental cycle of $T$, and the cut is a fundamental cut of $T$. In this paper, we show that these simple steps can be used to give a novel efficient implementation for the $p = 2$ case and to find near-optimal $p$-norm flows in a low number of iterations for all values of $p > 1$. Compared to known faster algorithms for these problems, our algorithms are simpler, more combinatorial, and also expose several underlying connections between these algorithms and dynamic graph data structures that have not been formalized previously.
The Weighted Tree Augmentation problem (WTAP) is a fundamental problem in network design. In this paper, we consider this problem in the online setting. We are given an n-vertex tree $$T = (V,E)$$ and an additional set $$L \subseteq {V \atopwithdelims ()2}$$ of edges (called links) with costs. Then, terminal pairs arrive one-by-one and our task is to maintain a low-cost subset of links F such that every terminal pair that has arrived so far is 2-edge-connected in $$T \cup F$$ . This online problem was first studied by Gupta, Krishnaswamy and Ravi (SICOMP 2012) who used it as a subroutine for the online survivable network design problem. They gave a deterministic $$O(\log ^2 n)$$ -competitive algorithm and showed an $$\varOmega (\log n)$$ lower bound on the competitive ratio of randomized algorithms. The case when T is a path is also interesting: it is exactly the online interval set cover problem, which also captures as a special case the parking permit problem studied by Meyerson (FOCS 2005). The contribution of this paper is to give tight results for online weighted tree and path augmentation problems. The main result of this work is a deterministic $$O(\log n)$$ -competitive algorithm for online WTAP, which is tight up to constant factors.
In this note, we revisit the recursive random contraction algorithm of Karger and Stein for finding a minimum cut in a graph. Our revisit is occasioned by a paper of Fox, Panigrahi, and Zhang which gives an extension of the Karger-Stein algorithm to minimum cuts and minimum $k$-cuts in hypergraphs. When specialized to the case of graphs, the algorithm is somewhat different than the original Karger-Stein algorithm. We show that the analysis becomes particularly clean in this case: we can prove that the probability that a fixed minimum cut in an $n$ node graph is returned by the algorithm is bounded below by $1/(2H_n-2)$, where $H_n$ is the $n$th harmonic number. We also consider other similar variants of the algorithm, and show that no such algorithm can achieve an asymptotically better probability of finding a fixed minimum cut.