Laurence A. Wolsey

Integer and combinatorial optimization

FOUNDATIONS. The Scope of Integer and Combinatorial Optimization. Linear Programming. Graphs and Networks. Polyhedral Theory. Computational Complexity. Polynomial-Time Algorithms for Linear Programming. Integer Lattices. GENERAL INTEGER PROGRAMMING. The Theory of Valid Inequalities. Strong Valid Inequalities and Facets for Structured Integer Programs. Duality and Relaxation. General Algorithms. Special-Purpose Algorithms. Applications of Special- Purpose Algorithms. COMBINATORIAL OPTIMIZATION. Integral Polyhedra. Matching. Matroid and Submodular Function Optimization. References. Indexes.

An analysis of approximations for maximizing submodular set functions--I

LetN be a finite set andz be a real-valued function defined on the set of subsets ofN that satisfies z(S)+z(T)≥z(S⋃T)+z(S⋂T) for allS, T inN. Such a function is called submodular. We consider the problem maxS⊂N{a(S):|S|≤K,z(S) submodular}.Several hard combinatorial optimization problems can be posed in this framework. For example, the problem of finding a maximum weight independent set in a matroid, when the elements of the matroid are colored and the elements of the independent set can have no more thanK colors, is in this class. The uncapacitated location problem is a special case of this matroid optimization problem.We analyze greedy and local improvement heuristics and a linear programming relaxation for this problem. Our results are worst case bounds on the quality of the approximations. For example, whenz(S) is nondecreasing andz(0) = 0, we show that a “greedy” heuristic always produces a solution whose value is at least 1 −[(K − 1)/K]K times the optimal value. This bound can be achieved for eachK and has a limiting value of (e − 1)/e, where e is the base of the natural logarithm.

An Analysis of the Greedy Algorithm for the Submodular Set Covering Problem

AbstractWe consider the problem: min

An exact algorithm for IP column generation

\{ \mathop \Sigma \limits_{j \in s} f_j :z(S) = z(N),S \subseteqq N\}

A time indexed formulation of non-preemptive single machine scheduling problems

wherez is a nondecreasing submodular set function on a finite setN. Whenz is integer-valued andz(Ø)=0, it is shown that the value of a greedy heuristic solution never exceeds the optimal value by more than a factor

50 Years of Integer Programming 1958-2008

H(\mathop {\max }\limits_j z(\{ j\} ))