Algorithmic Chernoff‐Hoeffding inequalities in integer programming

Algorithmic Chernoo-hoeeding Inequalities in Integer Programming Zz

Proofs of classical Chernoo-Hoeeding bounds have been used to obtain polynomial time implementations of Spencer's derandomization method of conditional probabilities on usual nite machine models: given m events whose complements are large deviations corresponding to weighted sums of n mutually independent Bernoulli trials, Raghavan's lattice approximation algorithm constructs for 0 ? 1 weights ...

SERIE B - INFORMATIK Algorithmic Chernoff-Hoeffding Inequalities in Integer Programming

Angewandte Mathematik Und Informatik Universit at Zu K Oln Algorithmic Chernoo-hoeeding Inequalities in Integer Programming Algorithmic Chernoo-hoeeding Inequalities in Integer Programming

Proofs of classical Chernoo-Hoeeding bounds has been used to obtain polynomial-time implementations of Spencer's derandomization method of conditional probabilities on usual-nite machine models: given m events whose complements are large deviations corresponding to weighted sums of n mutually independent Bernoulli trials, Raghavan's lattice approximation algorithm constructs for 0 ? 1 weights a...

Separation of Mixing Inequalities in a Mixed Integer Programming Solver

This paper shows how valid inequalities based on the mixing set can be used in a mixed integer programming (MIP) solver. It discusses the relation of mixing inequalities to flow path and mixed integer rounding inequalities and how currently used separation algorithms already generate cuts implicitly that can be seen as mixing cuts. Further on, it describes two new separation algorithms that gen...

Dynamic-Programming-Based Inequalities for the Unbounded Integer Knapsack Problem

We propose a new hybrid approach to solve the unbounded integer knapsack problem (UKP), where valid inequalities are generated based on intermediate solutions of an equivalent forward dynamic programming formulation. These inequalities help tighten the initial LP relaxation of the UKP, and therefore improve the overall computational efficiency. We also extended this approach to solve the multi-...