M.J.T LIBRARIES - DEWEY c&^ ALFRED P. WORKING PAPER SLOAN SCHOOL OF MANAGEMENT The Parsimonious Property of Cut Covering Problems and its Applications Dimitris Bertsimas and Chungpiaw Teo WP# - 3649-94 MSA January, 1994 MASSACHUSETTS INSTITUTE OF TECHNOLOGY 50 MEMORIAL DRIVE CAMBRIDGE, MASSACHUSETTS 02139 The Parsimonious Property of Cut Covering Problems and its Applications Dimitris Bertsimas and Chungpiaw Teo WP# - 3649-94 MSA January, 1994 M.I.T. LIBRARIES The parsimonious property of cut covering problems and its applications Dimitris Bertsimas * Chungpiaw Teo ^ January 1994 Abstract We consider the analysis of linear programming relaxations of a large class of combinatorial problems that can be formulated as problems of covering cuts, including the Steiner tree, the and the survivable network traveling salesman, the vehicle routing, the matching, the T-join design problem, to name a few. We prove that all of the problems in the class satisfy a deep structural property, the parsimonious property, generalizing earlier simas [3]. We identify two set of conditions for the work by Goemans and Bert- parsimonious property to hold and two proof techniques based on combinatorial and algebraic arguments. sequences of the parsimonious property in offer We examine several con- LP relaxations, proving monotonicity properties of giving genuinely simple proofs of integraHty of polyhedra in this class, offering a unifying under- standing of results in disjoint path problems and We also propose a new proof method that in the approximabihty of problems in the utilizes worst case bounds between the gap of the IP and the parsimonious property LP values. Our class. for establishing analysis unifies and extends a large set of results in combinatorial optimization. 'Dimitris Bertsimas, Sloan School of Management and Operations Research Center, MIT, Cambridge, MA 02139. Research partially supported by a Presidential Young Investigator Award DDM-9158118 with matching funds from Draper Laboratory. ^Chungpiaw Teo, Operations Research Center, MIT, Cambridge, MA 02139. Introduction 1 We consider the following class of problems defined on a graph following integer G = {V,E) and described by the programming formulation IZf{D) = minimize SeCE^ea^e subject to Ee€*(t) ^e = f{i), D CV e i T,e€S(S)^e>f{S},SCV where / : 2^ -+ Z+ is a given set function, 6{S) selecting different set functions f{S) problems, including the Steiner join and different sets tree, the traveling we replace constraints Xe € Z+ with Xe > Goemans and Bertsimas [3] 0. We {e = {i,j) e E\ D we can model i e S, V € j \ S}. By a large class of combinatorial salesman, the vehicle routing, the matching. T- and survivable network design problem, to name a Let IPf{D) be the underlying feasible space. is = We few. denote the LP relaxation as Pf{D), in wliich denote the value of the LP relaxation as Zf{D). studied the survivable network design problem, in which the objective to design a network at minimal cost that satisfies connectivity requirements (for each pair {i.j) of nodes in V, the solution should contain at least Tjj edge disjoint paths) and considered an integer programming formulation of the type IPj{D) with f{S) = the following property, which they call the max(,_j)gi(5) rjj, parsimonious property, which in D= 0. They showed our notation can l)c stated: Theorem Cifc + 1 [Goemans and Bertsimas Ckj for all i,j, [3]] // the costs Ce satisfy the triangle inequality {c,j k € VJ, then for the survivable network design problem {f{S) = < max^^^^^s) ^e) Zj{D) = Zj{%). In other words, the degree constraints are imnecessary for the LP relaxation in the stirvivablc net- work design problem. They further examine several sometimes surprising structural and properties of the LP relaxation, and examine the worst case behavior of -^^4^ algorithniic for the survivable network design problem. Goemans and Williamson [5] show interesting worst case Our goal in this paper is bounds on the [4], Williamson et.al. [16] and Goemans ratio -^^my- to understand the class of problems for which the parsimonious propertj' holds and examine several implications of the parsimonious property. In this way we shed new to a large collection of results in discrete optimization and graph theory, imderstand their origin 1. and generalize them We et. al. in interesting ways. In particiilar continue the program started in [3] set of conditions it on the way we prove that a f{S), for which the parsimonious property holds. In this of classical combinatorial problems satisfy common our contributions in this paper by identifying a light are: set function large collection including the matching problem, the T-joiii problem, a relaxation of the vehicle routing problem, some disjoint path problems, some matching problems, [4] satisfy it. We etc. In particular also find that the property does not hold. on We if all problems considered in b- Goemans and Williamson the set function f{S) does not satisfy this set of conditions, offer splitting techniques originated in two proofs of the property: a combinatorial proof based Lovasz [8] an algebraic proof based on hnear programming and used [3] generalization of the parsimonious property to integer Goemans and Bertsimas Goemans duality. developed this generalization using the techniques in in . The [6] [3] and has also independently duality proof reveals a further programming programs as well (the dual parsimonious property). 2. We use the parsimonious property to prove interesting monotonicity properties of the LP relaxation for problems in this class. 3. We use the parsimonious property to give genuinely simple proofs of the integrality of some polyhedra Pj{D): the T-join problem, special cases of the Steiner tree problem including the shortest path problem 4. We and the shortest path tree problem. further extend the parsimonious property under implications in the disjoint path problem. results in this area We find more general conditions and examine that this extension is its the source for several and provides a unifying framework to understand these results. 5. Wc new proof technique a ofTcr the ratio ^ Agv Our proof technique . of problems that We leads to a it D new approximation bounds is structured as follows. In Section 2 we introduce the /(S) that imply the parsimonious property and examine in this way. In Section 3 we derive Problem IPf(D) classical combinatorial problems that can as well as the dual interesting monotonicity properties of this it to the analysis of the disjoint path problem. In Section G examine applications of the peirsimonious property to the Section 7 We for problems as consequences of the parsimonious property. In Section 5 we further extend the parsimonious property and apply rise to is properties of the set function we prove the parsimonious property integral parsimonious property. In Section 4 class of [4] ^H). The paper be modelled for this class does not use reverse deletions, but only shortest path computations. use the parsimonious property to prove with new approximation algorithm compared with the algorithm proposed by Goemans and Williamson simpler to implement as 6. that utilizes the parsimonious property to find bounds on a we introduce a new proof technique new approximation algorithm to integrality of certain polyhedra Pf{D). In bound the ratio "z^t^- This proof technique gives problems considered for the we in Goemans and Williamson [4]. further examine applications of the pzirsimonious property to the approximability of Problem IPj{D). Parsimonious 2 set functions In their study of the approximability of problems in the class I Pf {</}), (for the case that f{S) takes values in {0, 1}) and Williamson et. al. Goemans and Williamson in [16] (for the case thai f{S) takes values in Z+) introduce the following set of conditions for the set function f{S). Conditions = A (proper set functions): 1. /(0) 2. Symmetry: 3. Propereness: O. f{S) = f{V If /I n /? \ S) for all = 0, SCV. then f{A U B) < max{/(/l), /(/?)). [4] We next introduce the following set of conditions: Conditions B = 0. (parsimonious set functions): 1. /(0) 2. Symmetry: 3. Node 4. Quasi-supermodularity (QS): For aU 5,T C f{S) = f{V\S) Subadditivity (NS): for all An If S QV. {x} = 0, then f{A K, STl U T {x}) < f{A) + fi{x}). ^^ Either /(5) + /(T)</(5UT) + /(5nT) or f{S)+f{T)<f{S\T) + f{S\T). We also introduce the general subadditivity condition: Subadditivity: If /I nB = The QS property was 0, then f{A U B) < f{A) + f[B). paper of Goemans also introduced in the recent et. al. [5]. who used f{A). We will llic term weakly supermodular. Finally we introduce a Conditions = C set function /: O. /(0) 2. Symmetry: 3. Weak 4. on the (weakly parsimonious set functions): 1. that third set of conditions /(5) = f{V \ S) for all Subadditivity (WS): a; is If S QV. ^n {x] ^ then f{A 0, U < {x}) then say a weakly Steiner vertex. 2-Quasi-supermodularity (2-QS): For every three mutually are crossing li A\B, B\A, Ar\B Compared with Conditions B axe nonempty) / two of them satisfy the (parsimonious set functions), weak subadditivity node subadditivity, while the 2-QS property there are set functions at least crossing sets (two sets A, is a relaxation of the satisfying one of conditions B or C QS property. but not the other. is QS B property. stronger than In other words, We next show that Conditions Proposition if f proper, is Proof If : / [Goemans 1 it is et. B al. are [5]] more general than Conditions A. lyct be a f is f{S U T), f{S\T), f{T\S), say f{S n T) max(/(5 n /(S) + fiT) In Figure we / T), f{S \ T)) = f{S < f{S \T) + f{T \ \ T), S). considered. As we show in node subadditive. Among the terms f{S attains the By minimum. and f{T) < max(/(5 n T), f{T The other (we consider symmetric 1 0. Tlien, quasisupermodular and node subadditive. a proper function, then clearly / is = symmetric, set function with /(0) set functions) we draw the properness, f{S) = f{T \ \ S)) cases follow similarly from T), Pi symmetry S)., of /. < and so D relations of the various conditions the next sections, the parsimonious property holds for set functions satisfying either conditions A, or B, or C. Proper weakly parsimonious parsimonious (NS+QS) (WS+2-QS) Figure 1: Relations of parsimonious, weakly parsimonious aind proper set functions. Remarks: 1. The the T following simple observation QS property. containing v. We select is usually useful in checking whether a given function has any node v and check the By symmetry of /, QS properly only we can extend the QS property to for all those sets 5 and T. S and 2. Conditions B are strictly more general, i.e., there are set functions which are parsimonious but not proper. 3. The symmetry we can conditions are without loss of generality. redefine the following symmetric set function: f{S) Notice that /Z,-(0) feasible in 2.1 = IPA^) and /Z/(0) and Z,-(0) = the function / = f{V\S) = is not symmetric, max[/(5), /(V''\5)]. Z;(0), since the optimal solution of /P/(0) is vice versa. Examples of problems In Table 1 below we review several classical combinatorial formulation /P/(0) for / satisfying both Conditions C If A and B. naturally arise in the study of the disjoint path problem. Problem problems formulated using the cutset In Section 5 we show how Conditions D=V and with 1 E.€sfc(0= 2k+l l-?|>2, , I Notice that the function / definition A, B, it is is if b{i) parsimonious property, The capacitated Given a graph like to not proper, because for violated. However, the function f{S) node subadditive satisfy the is 5={i}, V\{i} b{i) \ tree G = {V it \}. QS. While / While does satisfy L) {0}, E), demands d,, € V, a depot i is also QS, since {0}) for uT) = S,T cV 2 2 ^'^^\(^^^) containing ' is 0€5 it is not proper but S C V. modeled Interestingly, the vehicle routing cV it satisfies such that Conditions S f\T = (b {0}) < /(5n = f{S) + f{T). f{T). problem as IPj{D) with problem can be modeled {V U {0},E), demands + {o}) 0, traveling salesman problem can be we want and we would of the type IPj{%) witii < /(5n The Q E e ^'^^^^^' = /(5) + J{T), traveling salesman and vehicle routing G = e Ce, valid The of capacity costs A /(5 U T) + f{S nT) Given a graph 0, a popular relaxation of the vehicle routing problem. j^S U T) = It is I}. symmetric and subadditive as we show below: For S,T /((Sn problem does not most obvious that J{S) does not satisfy Conditions A, since clearly \ {i} the at ^ It is + K demand cutset formulation of the capacitated tree problem B: € {a,a is not subadditive for general sets cost such that each subtree from the depot has Q. The capacitated tree problem It is is in general the 6-Tnatching b{i) it if whose union disjoint problem minimum design a tree of e {a,a + is A,B dt, i e V, & depot D = V in = 2 for all our framework as follows. 0, costs Ce, to find tours of the vehicles from the depot of 8 and f{S) e € minimum E and vehicles cost, such that . demand the in We a relaxation of the vehicle routing problem. example f{S) Notice that the capacitated tree problem each tour does not exceed capacity. = ' 2[ '^^ While ]. can strengthen the formulation this set function subadditive, is it is 3 The parsimonious property The cut-set formulation introduced in the previous section captures mization problems studied in the literature. parsimonious property holds for the section, LP 1 The primal proof in [3] 2. The dual proof two ways: A 3.1 Lovasz [8] and used uses linear programming duality and extends an observation class of re We split V at {u, be a feasible solution in P/(0) w} by some A> S,u,w ^ S and x{S{S)) = f{S). way in the following for the —A x{v,w) <— x{v,w) —A We call x such a set — also use the notation x{6{A, B)) 2 If S,T are S\T,T\S either (ij or S n T,S LI tight sets, are tight, T x and f { is 6 {S are tight, x{6{S where u,v and a tight set. We QS, then T)) \T,T\S)) = 0. = sets. 5 C V denote by ^e={i,j},ieA,j£B^e and x{6{S)) n T,S U are vertices in G. A. unless there exists a set 5 w : x{v,u) *— x{v,u) + 0, need a preliminary lemma regarding properties of tight Lemma (ii) > with x{v,u),x{v,w) splitting operation will preserve feasibihty of We [2] problems P/(0). x{u, w) <— x{u, w) We of Frank primal proof of the pairsimonious property Let of S. in to prove the parsimonious property for the survivable network design problem; matching problem to the general The of the classical opti- In the remainder of this an extension of edge spUtting techniques introduced is write for thus interesting and indeed surprising that the It is in we not QS. many relaxations of these problems. we prove the parsimonious property if is = S such that v e the complement x(6{S, S)). Proof Since / : is QS, wc first consider the case J{T + /(5 \T) > \ 5) + f{S) In this f{T). instance, f{T\S) + f{S\T) < x{6{T\S))+xi6{S\T)) = x{6{S)) +x{6{T)) = f{S) + f{T) +2x{6{SnT,SuT)) + 2x{6{SnT,SuT). Uencex{6iS\T)) = f{S\T),x{S{T\S)) = f{T\S) and x{6{SnT,SuT)) = holds. On the other hand, the case f{S U T) + /(5 n T) > /(5) + /(T) 0, i.e., condilion gives rise to condition (i) (ii), using an identical argument. We can now prove the central result of this section. Theorem and f 3 (Parsimonious Property) // the cost a parsimonious set function, then is Zf{D) = Z;(0), Primal proof: a u in D that has x{6{v)) A, while maintaining (If > is feasibility. and so + f{S \ > some positive A, 5nT is nT,S UT)) > a tight set. 5 By x{v,u) > 5 be x.) If Since / 0. the minimallity of 5, with x{v,w) {v)), violating the a minimal tight sot S is T is another tight set QS, condition is (ii) of contained in T. So there u. > 0, else f{S) node subadditivity of ^mm{x{6{S)) - fiS) Because of the triangle inequality, < Let /. = We x{6{S)) can then = x{6{v)) +x{6{S\ split v at {u. w} by where A< x'{6{v)) 0. This contradicts the minimallity of In addition, there exists a u; in i^})) > is such set does not exists, then we can decrease x{v, u) by some positive a vmique minimal tight set containing v but not f{v) D. f{v); Let u be such that x{v,u) containing v but not u, then x{6{S 2 holds for all Let x be an optimal solution in P/(0), with 5Zee£2;e minimal. Suppose there containing v but not u. Lemma function c satisfies the triangle inequality, x{6{v)) and x'{6{t)) - : V € S,u,w ^ S,xi6{S)) - f{S) > 0}. this operation yields another feasible optimal solution x' witli x{6{t)) \U ^v,t eV. This Remarks: 10 contradicts the minimallity of x. 1. In the splitting process, if x,f are both even and integral, we can choose A to be corresponds to the classical edge-sphtting notion and has played an important role We cormectivity problems. G Corollary 1 Let be > This in many this discussion in the following corollary. an Eulerian multigraph and xg he an even, parsimonious x{d{v)) summarize 1. set function. If xg be the incidence vector of G. Lei f and a feasible integral solution to IPf{%) is f{{v}) for some v e V, then there exists {u,w} and an edge splitting operation new graph G' and of V at {u,w}, yielding a a corresponding incidence vector xg' that a is feasible integral solution to IPj{%). This corollary generahzes the following result of Lovasz and Bertsimas [3]. G Corollary 2 Let from disjoint paths to j i and v be a vertex of • rG'{i,j) = rciij) ifij • = mm{rG{i,j),degG{v) - Proof Set f{S) : The function. = x{6{v)) Thus = > there exists new graph G' ) such {u,w} and an edge that max{rG{i,j) xg f{v). Since : 2) for j ^^ v. e = {i,j) G of graph G is is G S{S)}. with xg'{S{S)) > Note that / is a feasible integral solution a parsimonious in IPf{9), with Eulerian, f{S) and x{6{S)) are even for each there exists an edge splitting operation of v. feasible solution Then G. of edge i- v. incidence vector degciv) maximum number an Eulerian multigraph, rG{i,j) be the be splitting operation of v at {u,u}} (obtaining a rG'{vJ) and a refinement due to Goemans [8] f{S). By The graph G' obtained in this 5 C way V'. is a the max-flow-min-cut theorem, the graph G' has the required cormectivity. 2. QS and node Notice that for the parsimonious property to hold / needs to be The full or + fc 1 subadditivity is both is not needed. QS and node The 5-matching problem, subadditive, while subadditive. 11 if b{v) e {k,k for + subadditi\'e. example with l,k + 2} it is b{v) not = k node Although the condition that the cost function we next show c satisfies the triangle inequality that for problems of the form /P/(0), P/(0), ensure that this condition is i.e., /Z^(0) and Zy-(0) denote the respective solution value with Theorem P < c(e). c!{g) — c{g) for each Let 3.2 = Z;(0); /Z}(0) = be a shortest path (with respect to edge g on P. another optimal solution (since when denote the shortest the triangle inequality. Let as the objective function. IZjifD). Let x be an optimal solution to Pf(0) (or IP'A^)). Consider an edge e : (/(e) in (/ satisfies (/(u, f) 4 Z}(0) Proof d c'(e) A The dual restrictive, with no degree constraints, we can met by the following transformation. Let path between u and v with c as the length function. Clearly seems = c(e), If x{e) c'{c) > = 0, we can c) linking u and v. = {u,v) such that Then P ^ and [e], reroute the flow through the path P, resulting d{P)). Repeating this procedure, we have x{c) > only D thus proving the theorem. dual proof of the parsimonious property of P/(D) is as follows : DZ/(D) = maximize subject to T.scvyiS)fiS) T,S:eeS(S) y{S) < c(e), e E e y{S)>0,ScV,S ^D. Let DPf{D) be the dual polyhedron and DZf{D) denote the optimal objective value. parsimonious property using a dual argument, we only need to show that solutions to feasible to if for all DPf{D), we can always choose one with DP}{^). Let /t, /i Theorem € T be a collection y{v) > of sets (subsets of V). among all To prove the dual optimal for all v € D. This solution We call this family of sets is then laminar T either Af^B = ^,orAcB,OTB(zA. 5 // the cost function c satisfies the triangle inequality, and f function, then Zj{D) = Z;(0), 12 for all D. is a parsimonious set Dual proof: that the set Let y be a dual optimal solution in DPf{D). T := {S and Thy S\T,T\S A T containing v, e : 0} replace A y{A) Let p(e) V c{v, Z!s:ee<5(s) y('S')- ^ 0, = By we i.e., y{V w w) > dual \ A) QS property, we may assume 5 replace two intersecting sets &v e D < such that y{v) 0. For all set - y{V \ A) + y{A). solution with no member of J^ containing A= we can We v. Note that w) — Thus the modified c{u, v) solution optimal solution with y{v) Notice that if = c{u, <- y{v) y{Au{v}) *- y{Au{v}) + y{A) ^ yiA)-A. is > dual feasible. for all v in > v) we only need By p{u, w) Let A a is he a maximal : +A y{v) w) — p{u, assume that there modify the dual solution as follows A to consider edges of the form {v, w) not in A. Note that by the construction of ^, p{u,w) c(u, We may c(e). increase y{v) otherwise. imn{—y{v),y{A)). for feasibihty of this modified solution, is < feasibility, p(e) c{u,v), since of J^ containing u. Let To check where = such that p{u,v) member we can always T. Suppose there exists V \A, the laminar. is still u £ by laminar, since way we obtain another dual optimal In this J^ is S n T,S U or we > y{S) By - p{u, v) — p{v,w) +p{u,v) -2y{v). Hence — p{v, w) - 2y{v) > p{v. w) + 2A. repeating this procedure, we can construct a dual D. A y in the above proof takes only integral values, then can be chosen to be integral. This yields an integral analogue of the parsimonious property in a dual sense. Let DIZf{D) denote Theorem the optimal objective value over 6 (Dual Integral Parsimonious Property) /// triangle inequality, then DIZf{il>) 3.3 On DPf{D) with is integrality constraints on y{S). parsimonious, andc satisfies the — DIZf{D). the minimallity of conditions for the parsimonious property We remark QS or the node subadditivity property. in this subsection that the parsimonious property does not hold 13 if we relax either the = Consider the set function / on 3 nodes as follows: f{vi) Then clearly / is QS, but it f{S) follows: = if 1 and symmetric. In this instance, then x{6{{vi,Vj})) < otherwise. is empty. = |5| Pf{V) or 1 is f{S) 3, = 2 otherwise. again empty, since ii Then / > x{Vi,Vj) is clearly subadditive and x{vi) = = L x{vj) 2. Monotonicity properties 4 Let / be a parsimonious set function defined on V, and fw{S) that = /(5n fw is V) for S C V UW. We call fw W let be a fw{S) = if from set disjoint Vu an extension of / to again a parsimonious set function. Note that 5 C W W . . It is Lot I'. easy to check For this reason, we \V the set of Sleincr vertices. For instance, when f{S) problem, with function. = 1 for all S C V, the extension W the set of Steiner vertices. Goemans and Bertsimas Shmoys and Williamson We = /(5) 1, the other hand, subadditivity alone does not guarantee the parsimonious property. Define / on 4 nodes as call = not node subadditive. In this case the parsimonious property does is not hold, as the polyhedron Pf{V) On f{{v2,V3}) [15] for [3] When f{S) for the survivable the Held and = 1 fw corresponds to for all odd 5 in tlie V fw , Steincr tree is the I '-join network design problem and independently Karp bound proved the following monotonicity result. extend this result to the class of parsimonious functions. Theorem as above. 7 Lei f,g be parsimonious functions defined on Suppose fw{S) < g{S) for satisfies the triangle inequality, all S C V L) W . V and VuW If the cost respectively function c (defined on then Zf{V)<Zg{VUW). Proof Zf{V) = Zf^iVuW) = Zj^{^) < Zg(fh) = Zg{V U W) (parsimonious (parsimonious property) {g dominates fw) 14 and fw defined property). VU \VJ n Notice that the monotonicity result does not hold for IZf{D) in general. This the fact that the parsimonious property does not hold for integral solutions. since the parsimonious property holds for dual integral solutions, is On due in part to the other hand. we show next that the following monotonicity result. Theorem fw < 8 Let f,fw,9 be defined as above and 9- Jf c (defined on V U W) satisfies the triangle inequality, then = DlZji^) Proof : Clearly Let {y{S) : DIZf^{9) < 5 C F} be DIZg{ID), since DIZf{(D). On y'{S) = From iorv A DIZg{</)). We 9- show next that DIZ}{%) DIPj^{W) = J2T:Tnv=s if 2/(^)) {y{S) : y'{S) - 2/(5) if y'{v) = -M \{veW, y'{S) = We . is is DIZj^{W) > DIZf{(/)). optimal for DIZf^{(l>), then by constructing feasible solution to conclude that Therefore, = DIZf^{W) > DIPj{^), with the same objective solution. DIZ0) = DlZf^id). Weakly parsimonious functions and the natural question \\'g 5 CK, otherwise S C V U W} we obtain a DIZj,„{^). as follows: the dual parsimonious property, DIZf^{<J}) the other hand, = M be a large positive number. W, Escvuwy'{S)fw{S) = Escv y(5)/(5). in Hence £»/Z/(0) > DIZj^{<Ji). 5 fw < < an optimal solution to DIP}{^). Let construct a feasible solution to Since fw{v) DlZf^iUi) disjoint path problem whether node subadditivity and quasi supermodularity (QS) are the most general conditions on the set function show that the parsimonious property / still for the parsimonious property to hold. In this section we holds for weakly parsimonious set functions (Conditions C introduced in Section 2) and observe that these relaxed conditions provide a unifying understanding of several results on the the disjoint path problem. We next prove that the parsimonious property holds for weakly parsimonious functions. 15 Theorem f is 9 D Ia:1 be the set of weakly Sieiner vertices. and weakly parsimonious, then = zjm. zj{D) Proof : The proof > f{v),x{v,u) similar to the proof of is where x 0, By contains v but not u. 52- If c satisfies the triangle inequality, Then We all an optimal solution is the = /(S.) is a x{6{S,)) in 5i it; = Pi 3. Let v e D,u e V, and suppose x(6{v)) most 2 such minimal exist at u must contain one of these two Sa with x{v,w) x{S{S, \ {v})) > Consider the minimal tight sets that in Pf{9). 2-QS property, there tight sets containing v but not show next that there Theorem > 0. sets, say S\ and sets. Assimiing the contrary, then + x{6{{v},S:)) - > xi6{{v}, 5.)) f{SA{v})+x{6{{v},S;))-x{6{{v},S,)). From weak subadditive, f{Si \ {v}) > /(S,); hence, x{6{{v},Sl))<x{6{{v},S,)). Since we have assumed that x{6{{v}, S\ DS2)) = 0, we rewrite the inequality for \ 5i)) + x{6{{v},Si U 52)) < x(<5({v}, 5, \ 52)). xi6{{v}, 5, \ 52)) + xi6{{v}, 5, U 52)) < x{6{{v},S2 \S,)). x{6{{v},S2 z = 2 and obtain U 52. Therefore, 1. and Hence x{6{{v},S\ U there exists a u; in 52)) S\ < n52 0, which is with x{v, w) a contradiction since x{v, u) > 0. By in Similar to Corollary Corollary 3 Let even, 2-QS G and u € 5i splitting at v using u, w, optimal (because of the triangle inequality) solution. optimal solution > By we obtain another feasible repeating this procedure, we obtain an Pf{D), thus proving the theorem. 1 the above proof actually yields the following: he an Eulerian multigraph and Xc set function. If xg is be the incidence vector of a feasible integral solution to IPj{9) some weakly Steincr vertex v e V, then there exists {u,w} and an edge G. Let f and x{6{v)) > /({;}) 16 an /"'" splitting operation of v at {u,w}, yielding a new Eulerian graph G' and a corresponding incidence vector xq' thai integral solution to IPf{(/i). be is a feasible As we show next, this corollary provides a unifying 2-QS functions and the Given an undirected graph to understand several seemingly unrelated (EDP) problem. results for the edge-disjoint-path 5.1 way G = path problem disjoint {V, E), a collection of source-sink pairs {si, ii}, EDP problem asks whether there exists a collection of edge disjoint paths in G, to H corresponding sink. Let its Let xc{e) = e if 1 G G and = 1 if e G XG{S{S))>XHi6{S)) There has been an extensive literature G cycle problem. Let , {sk, tk}, the each joining a source ... , {sk, ik)}- is the cut-criterion: 5 CK. [2] and Schrijver both necessary and Kn,Cn denote also denote the disjoint union of [13]) that finds sufficient for the existence respectively the complete graph and the m copies of Kn by mKn- The following known: Theorem 10 cut-criterion The We on n nodes. results are EDP for all is example Frank (see for and H, so that the cut-criterion of a solution to the . //. Clearly, a necessary condition for the existence of these paths conditions on . denote the demand graph, with edge set {{si,t\), x//(e) let . If is G+H is Eulerian, and is either a double star or a necessary and sufficient for the solvability of the case in which // is The C5 EDP case is The K4 case was proved by due to Lomonosov [9]. See [2] and K4 or a C5, then tlic problem. 2K2 was proved by Rothschild and Whinston a case follows easily from their result. independently. H Seymour [13] for [12]. [14] The double star and Lomonoso\- nice proofs [9] and exposition of these results. At first sight these results appear to be unrelated without a unifying characteristic. use the theory developed in this section to identify the unifying characteristic of contained in Theorem 10. The central reason the 2-QS property. In particiilar it is is all We could the above results that the set function xh{S{S)) in these cases has easy to prove the following proposition: 17 Proposition 2 The function set K3 and K^- a 3A'2 or disjoint copies of K4 xh (6(5)) has the 2- QS property This in turn holds if if and only and only if II does not contain if II is a double star or a or a Cs- In order to sec how Proposition be used to prove Theorem 2 can 10, let us rewrite the cut condition as follows: XG+Hi6iS))>f{S) = 2xH{6iS)). Under the assumptions Theorem of graph (by assumption), while / nodes in G that is do not belong to 10 and using Proposition an even, 2-QS 2, xg+h corresponds to a Eulerian D = V\{s\,ti, our context D is the set of set function. Let a source-sink pair. In . . ,Sk,tk} he the . weakly Steincr vertices. Applying Corollary 3 we can then perform edge-splitting operations on the edges of obtain a new graph G' or sinks. The G that satisfies the cut criterion, but with edges incident only to the sources proof involves showing that G' has the set of edge-disjoiiil-paths joining rest of the each source-sink pair. This follows from a tedious case by case analysis which we omit here, as is to unrelated to the theme of the paper. of edge-disjoint-paths in G By reversing the edge-splitting operations, that meets the cut criterion, thus proving Theorem we obtain it a set 10. Applications in proofs of integrality of polyhedra 6 An important show programming integrality of the associated polyhedra for integer common torial direction of research in integer proof technique is is the development of techniques to programming problems. Perhaps the most algorithmic. Researchers develop an optimal algorithm for a combina- optimization problem, which at the same time shows integrality of a proposed formulation for the problem. In this section we show that the parsimonious property loads to non-algorithmic, genuinely simple proofs of integrality of some polyhedra Pf{D), yielding new simple proofs of some classical results as well as A some new results. milestone in combinatorial optimization matching polyhedron. This is the proof of integrality result follows directly as the perfect matching polyhedron is (Edmonds of the perfect from the integrality of the T-join polyhedron, a face on the T-join polyhedron. 18 [1]) Surprisingly, wo can derive the integrality of T-join polyhedron from that of the perfect matching polyhedron, using the parsimonious property. Theorem 11 Let f{S) = 1 iJ\Sr^T\ otherwise. odd, is = Conv{IPj{^)) Proof : Let fr be the restriction of / to T, defined on matching polyhedron on T. By Theorem 4, We we may assume Then P/(0). 5C = show next that IZj{^) T. Note that IPf^{T) 2/(0) for c satisfies the triangle inequality. all The is just the perfect integral cost functions c. following inequalities are immediate: /Z;(0) From < /Z/^(0) /Z/^(r). the integrality of the perfect matching problem IZfj.{T) property Zf^{T) = Zf^{^) = Zf {(!)), = Zfj,{T). Prom the parsimonious yielding that /Z/(0) The < reverse inequality holds trivially < Zf{<D). = and so IZj{^) Zj{^), which shows integrality of the T-join polyhedron. In the next section we briefly review another (and in our opinion quite powerful) proof technique that proves the integrality of the perfect matching polyhedron directly. The shortest path polyhedron can be treated as a Steiner-1-cormectivity polyhedron on two terminal nodes. Integrality of the polyhedron also follows easily from the parsimonious property. We generalize this result, using the parsimonious property, and for the Steiner-2-Connected Theorem 12 For polyhedron with at most 5 terminal vertices the Steiner-2-Connected problem on Conv{IP0)) = Proof : It is well known show that the cut ([11]) that the parsimonious property the result follows TSP at most is set formulation integral. 5 terminal nodes, PfiH)). polyhedron on at most 5 nodes is integral. From the D easily. 19 We next consider the multi-commodity flow problem with a single source s, multiple sinks D= and with no capacity constraints. Let {s,t\,t2, . ,tk}- Algorithmically, the {t\.t2- problem reduces to the computation of the corresponding shortest paths between the source and the sinks. that if for the D= V^ the problem problem with f{S) from Johnson Theorem is the shortest path tree problem. = Y.u&s if 1 5 = ^ 5 and /(5) We f{S) , Note show that the cut-set formulation is This result also follows integral. [7]. 13 For the uncapaciiated multi- commodity flow problem with a single source and mul- tiple sinks, C(mv{IPf{<ll)) Proof : We only PfiY) has only a need to show that I = P}{<Ji). Zj{D) = Zf{D) when single integral solution with x{s, t,) = c satisfies the triangle inequality. for 1 each z = 1, 2, . . . A:, , Since the result follows D immediately. 7 Applications in worst case analysis In recent years there has been a lot of interest in the approximability of combinatorial optimization problems. Typically researchers propose a heuristic algorithm for an integer programming problem (a minimization problem) and compare the value of the heuristic to the value of the (or to the value of a dual feasible solution of the example of this approach is the 2(1 - proposed in Goemans and Williamson .4) and taking values in {0,1}. distinct characteristic of their in the solution are deleted. polyhedron Pf{V) In this section functions. is A ^) [4] LP relgixation). for the problem I Moreover, is relaxation very nice and \ory general approximation algorithm (T = [v 6 V^ : f{v) — 1}) Pf{9) with / being proper (Conditions corollary of their result method A LP is the bound -^^v ^ 2(1 - -rfi). A a reverse deletion step, in which edges that were added for the matching problem the bound is exact (the matching integral). we propose The proof method a new proof method gives rise to a does not use reverse deletions and therefore that shows that new (and it is in ^ ^L 2(1 - 4^) for proper our opinion more natural) algorithiii thai easier to implement. 20 < Moreover, wo remark that tk} method the proof quite powerful as is can prove integrality of the matching polyhedron. it also be used to prove the integrality of the multicut formulation for the It can minimum spanning tree problem and the branching polyhedron. Finally we use the parsimonious property to bound ^ Yu/ if c satisfies the triangle inequality. A 7.1 We proof technique to bound the ratio -^4^ — consider problem /P/(0) with / being a Our proof technique 14 T= {v e V f{v) : = 1}. uses the crucial observation that a minimal solution to the problem must be a forest, and thus has at most Theorem proper function. Let 1 IT"! — 1 edges. (Goemans and Williamson If [4]) f is a — 1 proper function iZf{<ii)<2{i--^^)Zjm. Proof : For the purpose of contradiction we assume the contrary. Therefore, there exists a coimter- example on the 5Ze€£;'^(^) 's number least of nodes, with be checked that is /' a u with f{v) is still proper. = 0. By Since the optimal solution in /P/'(0) We may Let /' denote the restriction of f on further assume that the parsimonious property Z^(0) V\ {v} . It can easily the minimallity of the counter-example, is also feasible in /P/(0), /^/(0) by using the shortest path distances Z/(0) By c integral. minimal. Suppose there 4, / proper and = = Zj{{v}) Z^(0) and Z//(0) = = < IZf {</}). From Theorem Z^,(0). But, Z^,(0) = Z'^{{v}). Z^/(0). Therefore, /Z;(0)<2(l-|ii)Z;(0), which If is a contradiction. So there is an edge as a supernode, we e = we may assume {u,v) restrict the e E with Ce = f{v) = 0, for all v. then by contracting this edge, and treating {u. v} problem to one of coimter-example, there exists a solution that 1 strictly smaller size. satisfies 21 the theorem. By By the minimallity of the introducing the edge (u.v)., with no extra cost since and the theorcnn Now y{v) let = 0, if necessary, holds. Therefore, = vious paragraph). 4 Ce ^ for all v By wc obtain we may assume Ce a solution feasible to the original problem > for all e. and consider the cost function the mininiallity of where c' c^ = -1 Ce (Cg > from the pre- there exist x, y' such that x £ JPf{9), 5Zs:e6«(S) v'i'^) c, - and J2cf,xe<2{i-^^) Y, Since / - is 1, le corresponds to a forest and therefore, X; The < Xe iri = + y' y. - 1 = 2(1 we have shown E y* is is = y{v) 2(1 - ^) X: f{v)y{v). wc can assume f{v) = that 1. E y'{S)= y{S) + l + \<c', + \=Ce S:ee6{S) dual feasible. Therefore, ^ This ^ Note that S:e€S{S) and so i^) last equality holds, since Let y' y'is)f{s). CeXe = 5: c'^Xe + E ^^ < 2(1 - -)-) \T\ J] y'{S)f{S). again a contradiction and the theorem follows. Remarks: 1. The dual variables y constructed We if f{S) > is bounded above by 0. in the proof arc half-integral. can refine the previous theorem as follows. 2(1 - tL) We We call a cut 6(S) an /-cut have shown that IZf{9) times the maximtmi half-integral c-packing of /-cuts. observation has an interesting implication for the TSP. It is well-known that, if This the cost function c satisfies the triangle inequality, the Christofides heuristic constructs a solution with objective value (denoted Zc) not more than 3/2 times of the optimum. has been strengthen further by Wolsey that Zc < (^ - [17] and Shmoys and Williamson ^)Zy(0), where / corresponds to the inequality by replacing Z/(0) with the vahie of the by DZ;(l/2)). Note that all TSP function. maximum We [15] ro.'^ult who showed can strengthen the half-integral c-packing (denoted cuts are /-cuts in this instance and 2 DZ/(l/2) 22 This < DZ;(0) = Zf{0). From the above above by 2(1 minimum spanning discussion, the solution to the — ^)DZf{l/2). A minimiun matching on the set of known well odd nodes is on matching result tree bounded is (see [10]) says that the bounded above by DZj{\/2). Hence ^c<(3-||^)DZ;(l/2). 2. The proof only works for proper and not the more general parsimonious functions, because we want the parsimonious property subadditivity QS 3. is not to hold even we need / sufficient. Therefore, — property, which for the case of functions 1 The above proof technique can be used if is we Therefore, node create supemodes. to satisfy the full subadditivity and the exactly the class of proper functions. to prove the integrality of the matching polyhedron, the multicut formulation for the minimimi spanning tree problem and the branching polyhedron. For the matching polyhedron the difficult step handled using techniques from As an example of a formiilation of the IZmcut = [10]. The is final step is easy, since different application of the proof MST. Let n= {S\, . . . 5|n|} minimize subject to the case with method Ce = Yle^e = 0, which can be V ~ ^i' y(^')- us consider the muUicTit let be a partition of V. HeeE CeXe T.ees(Si,Sj); i<t<j<|n|a;e > |n| - 1, V n= {5i, . . . 5|n|} Xe e {0,1}, Let Zmcut be the LP relaxation and consider the dual problem. Zmcut = End^l - maximize subject to En: eesiSi,Sj) vi'^) < > 0, 2/(n) We need to show that IZmcut = We Zmcut- variables as follows. Let 11 == {{1}, {2}, E(|n| - . . . , difference {n}} and y{U) i)2/(n). 23 Ce, ye £ E use an identical proof method, assuming the The only existence of a minimal counter-example. l)y(n) = 1. is that we update the dual Note that J2e^e = n - \ = AllhouKh the proof method method that in Theorem 7.1 non-algorithmic, is approximate solution. to construct an algorithm in also leads to an algorithmic from the Goemans and Williamson's differs It it noods a pre-processing step to compute pairwise shortest paths. With this it hand, we can discard approach avoids the = vertices with f{v) all 0. We the critical reverse deletion step in the expense of computing pairwise shortest paths. Approximation Algorithm for 0—1 call these vertices the Steiner vertices. This Goemans and Williamson's Our algorithm in algorithm, at as follows: is proper functions 1. Compute 2. Discard the set of Steiner nodes. Select an edge with the least cost. Merge the two end nodes into a the pairwise shortest path distances for supcmode, delete all all pairs of non-Steiner nodes. edges joining these two nodes and update the costs of joining the supemodes. 3. Repeat step last two supemodes merge to form a 2 until edge selected. remaining, reduce the cost to 4. with f{S) more non-Steiner nodes, go there are no If S set and return to step c(e') Replace the edges selected in Step 2 and 3 by its = to step 4. 0. Let Else for e' all be the edges 1. corresponding shortest paili the original in graph G. For the Steiner tree problem, our algorithm emulates the MST heuristic on non-Steiner nodes with the pairwise shortest distaince metric. In this respect Theorem fact that the MST heuristic gives a 2(1 - tjtt) 7.1 generalizes the well known approximate solution to the minimum Steiner tree problem. For arbitrary proper functions /, as Theorem a feasible solution by utilizing /, and for appending each p, - i, = fp,{S) p,_i {po = 1 if ,Pn) = J17=\ > 7.1. p, 0) copies of the obtain a feasible solution which 'W(Pi.P2) f{S) Goemans and Williamson '''"J''"' is < Let p\ and p2 < otherwise. . . . . . . Similarly for arbitrary 24 < we can construct observe, Pn be the distinct values of Note that approximate solution to within 2H(pi,p2, [4] /p, /p, for is each proper i = 1, - 1. 2, .... n. By we ,Pn) times of the optimal solution, whore QS functions we can use llic results of [5] to find /Z;(0)<2W(p,,P2,...,Pn)Z/(0). On 7.2 We the approximability of IPf{V) The next study the approximability of IPf{V). recent research activity on approximation algorithms has so far concentrated on problem /P/(0), partly because feasible integer solution to IP/ {V). In fact, checking feasibility is it is difficult to construct a usually NP-hard, as indicated for the case of the Hamiltonian-Cycle problem. Using our understanding of edge-splitting techniques and the parsimonious property, we can extend many of the approximation / an even parsimonious function, and is Theorem 15 /// is results to IZf{\'). when c satisfies the triangle inequality. an even parsimonious function, and c satisfies triangle inequality, then IZf{V)<2n{puP2,...,Pn)Zf{V). Proof Let /' be f/2. : Then /' is again a parsimonious function. From [5] We approximate solution to JPf'{9), with x\y denoting the primal and dual solution X = Then the graph corresponding 2x'. to x is first construct an respectivel}'. Let Eulerian, since each vertex has even degree. Note that n{^,...,^)=n{p,,...,pn), and ^ e Since / CeXe = 2Y^ c,x',<An{^,...,^-)Y. ^ ^ is t/(5)/'(S) - 27f (p, , . . . , p„) ^ S e even and the graph corresponding to x is Eulerian, applying Corollary edge-splitting operations to construct a feasible solution to IZj{V). cost of the constructed solution has not increased y{S)f{S). S and By 1, we can use the triangle inequality, the therefore, /Z/(K)<27i(pi,P2,...,p„)Z;(0). From the parsimonious property Z^(0) Remark: = Zf{V) and the theorem follows. For the case of the TSP, the previous theorem corresponds to the well-known doubling the edges of the MST solution yields a 2-approximate solution to the fact that TSP. Acknowledgement: We would like to thank Michel Goemans for pointing out his 25 unpublished work in [6] to us. References [1] ,1. Edmonds, (1965). Maximum matching and a polyhedron with (0, l)-vertices , J. Res. Nal. Bur. Standards, (69B), 125-130. [2] A. Frank, (1990). Packing paths, circuits and cuts-a survey, in Paths, Flows and VLSI-Layout. ed. B. Korte et. al, 47-100. [3] M.X. Gocmans and D. Bertsimas, (1993). Survivable Networks, linear and the parsimonious property, Mathematical Programming, [4] M.X. Goemans and D.P. Williamson, strained forest problems, Proc. 3rd [5] M.X. Goemans, A.V. Goldberg, (1994). 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