OCJan 26, 2023
Relative-Interior Solution for the (Incomplete) Linear Assignment Problem with Applications to the Quadratic Assignment ProblemTomáš Dlask, Bogdan Savchynskyy
We study the set of optimal solutions of the dual linear programming formulation of the linear assignment problem (LAP) to propose a method for computing a solution from the relative interior of this set. Assuming that an arbitrary dual-optimal solution and an optimal assignment are available (for which many efficient algorithms already exist), our method computes a relative-interior solution in linear time. Since the LAP occurs as a subproblem in the linear programming (LP) relaxation of the quadratic assignment problem (QAP), we employ our method as a new component in the family of dual-ascent algorithms that provide bounds on the optimal value of the QAP. To make our results applicable to the incomplete QAP, which is of interest in practical use-cases, we also provide a linear-time reduction from the incomplete LAP to the complete LAP along with a mapping that preserves optimality and membership in the relative interior. Our experiments on publicly available benchmarks indicate that our approach with relative-interior solution can frequently provide bounds near the optimum of the LP relaxation and its runtime is much lower when compared to a commercial LP solver.
OCJan 6, 2022
Super-Reparametrizations of Weighted CSPs: Properties and Optimization PerspectiveTomáš Dlask, Tomáš Werner, Simon de Givry
The notion of reparametrizations of Weighted CSPs (WCSPs) (also known as equivalence-preserving transformations of WCSPs) is well-known and finds its use in many algorithms to approximate or bound the optimal WCSP value. In contrast, the concept of super-reparametrizations (which are changes of the weights that keep or increase the WCSP objective for every assignment) was already proposed but never studied in detail. To fill this gap, we present a number of theoretical properties of super-reparametrizations and compare them to those of reparametrizations. Furthermore, we propose a framework for computing upper bounds on the optimal value of the (maximization version of) WCSP using super-reparametrizations. We show that it is in principle possible to employ arbitrary (under some technical conditions) constraint propagation rules to improve the bound. For arc consistency in particular, the method reduces to the known Virtual AC (VAC) algorithm. We implemented the method for singleton arc consistency (SAC) and compared it to other strong local consistencies in WCSPs on a public benchmark. The results show that the bounds obtained from SAC are superior for many instance groups.
OCJan 28, 2020
A Class of Linear Programs Solvable by Coordinate-Wise MinimizationTomáš Dlask, Tomáš Werner
Coordinate-wise minimization is a simple popular method for large-scale optimization. Unfortunately, for general (non-differentiable) convex problems it may not find global minima. We present a class of linear programs that coordinate-wise minimization solves exactly. We show that dual LP relaxations of several well-known combinatorial optimization problems are in this class and the method finds a global minimum with sufficient accuracy in reasonable runtimes. Moreover, for extensions of these problems that no longer are in this class the method yields reasonably good suboptima. Though the presented LP relaxations can be solved by more efficient methods (such as max-flow), our results are theoretically non-trivial and can lead to new large-scale optimization algorithms in the future.