Clique-based facets for the precedence constrained knapsack problem

نویسندگان

  • Natashia Boland
  • Andreas Bley
  • Christopher Fricke
  • Gary Froyland
  • Renata Sotirov
چکیده

We consider a knapsack problem with precedence constraints imposed on pairs of items, known as the precedence constrained knapsack problem (PCKP). This problem has applications in manufacturing and mining, and also appears as a subproblem in decomposition techniques for network design and related problems. We present a new approach for determining facets of the PCKP polyhedron based on clique inequalities. A comparison with existing techniques, that lift knapsack cover inequalities for the PCKP, is also presented. It is shown that the clique-based approach generates facets that cannot be found through the existing cover-based approaches, and that the addition of clique-based inequalities for the PCKP can be computationally beneficial, for both PCKP instances arising in real applications, and applications in which PCKP appears as an embedded structure. N. Boland (B) School of Mathematical and Physical Sciences, University of Newcastle, Callaghan, NSW 2308, Australia e-mail: [email protected] A. Bley Technical University Berlin, Straße des 17. Juni 136, 10623 Berlin, Germany e-mail: [email protected] C. Fricke TSG Consulting, Level 11, 350 Collins Street, Melbourne, VIC 3000, Australia G. Froyland School of Mathematics and Statistics, University of New South Wales, Sydney, NSW 2052, Australia e-mail: [email protected] R. Sotirov Universiteit van Tilburg Warandelaan 2, P.O. Box 90153, 5000 LE Tilburg, The Netherlands e-mail: [email protected]

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

The precedence constrained knapsack problem: Separating maximally violated inequalities

We consider the problem of separating maximally violated inequalities for the precedence constrained knapsack problem. Though we consider maximally violated constraints in general, special emphasis is placed on induced cover inequalities and induced clique inequalities. Our contributions include a new partial characterization of maximally violated inequalities, a new safe shrinking technique, a...

متن کامل

Lifting valid inequalities for the precedence constrained knapsack problem

This paper considers the precedence constrained knapsack problem. More speci cally, we are interested in classes of valid inequalities which are facet-de ning for the precedence constrained knapsack polytope. We study the complexity of obtaining these facets using the standard sequential lifting procedure. Applying this procedure requires solving a combinatorial problem. For valid inequalities ...

متن کامل

Examples of new facets for the precedence constrained knapsack problem

We consider the polyhedral structure of the precedence constrained knapsack (PCK) problem, also known as the partially ordered knapsack problem. A set of items N is given, along with a partial order, or set of precedence relationships, on the items, denoted by S ⊆ N × N. A precedence relationship (i, j) ∈ S exists if item i can be placed in the knapsack only if item j is in the knapsack. Each i...

متن کامل

A Robust Knapsack Based Constrained Portfolio Optimization

Many portfolio optimization problems deal with allocation of assets which carry a relatively high market price. Therefore, it is necessary to determine the integer value of assets when we deal with portfolio optimization. In addition, one of the main concerns with most portfolio optimization is associated with the type of constraints considered in different models. In many cases, the resulted p...

متن کامل

A Cuckoo search algorithm (CSA) for Precedence Constrained Sequencing Problem (PCSP)

Precedence constrained sequencing problem (PCSP) is related to locate the optimal sequence with the shortest traveling time among all feasible sequences. In PCSP, precedence relations determine sequence of traveling between any two nodes. Various methods and algorithms for effectively solving the PCSP have been suggested. In this paper we propose a cuckoo search algorithm (CSA) for effectively ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Math. Program.

دوره 133  شماره 

صفحات  -

تاریخ انتشار 2012