Dewey Computational Experience with a Group Theoretic Integer Programming Algorithm* by G. Anthony _Gorry and Jeremy F. Shapiro May, 1972 WP 603-72 MASSACHUSETTS INSTITUTE OF TECHNOLOGY 50 MEMORIAL DRIVE MBRIDGE, MASSACHUSETTS 02" Computational Experience with a MASS. IIIST. TECH. JUL 22 1972 Group Theoretic Integer Programming Algorithm* by G. Anthony _Gorry and Jeremy , F. Shapiro May, 1972 WP 603-72 This research was supported in part by the U. S. Army Research Office (Durham) under contract no. DAHC04-70-C-0058. no. 4o5 7o? Abstract This paper gives specific computational a details and experience with group theoretic integer programming algorithm. subroutines are a Included among the matrix reduction scheme for obtaining group represen- tations, network algorithms for solving group optimization problems, and a branch and bound search for finding optimal tions. integer programming solu- The innovative subroutines are shown to be efficient to compute and effective in finding good integer programming solutions and providing strong lower bounds for the branch and bound search. 6355r>4 . 30 References Cabay, Stanley, "Exact Solution of Linear Equations", Proceedings of the Second Symposium on Symbolic and Algebraic Manipulation published by Association for Computing Machinery, Los Angeles, March 1971, 392398. , Dijkstra, E. W. "A Note on Two Problems in Connexion with Graphs", Numerische Mathematik 1 (1959), 269-271. , , Dreyfus, S. E., "An Appraisal of Some Shortest-Path Algorithms", Operations Research 17 (1969), 395-412. , Fisher, M. L. and J. Shapiro, "Constructive Duality in Integer Programming", Operations Research Center Working Paper No. OR 008-72, M.I.T. April 1972. , Geoffrion, A. M. and R. E. Marsten, "Integer Programming Algorithms: A Framework and State-of-the-Art Survey", Management Science , 18 (1972), 465-491. Glover, F. , "Integer Programming Over 1 J. on Control (1969), 213-231. a Finite Additive Group", SI AM , Glover, F., "Faces of the Gomory Polyhedron", Chapter 17 in Integer and Nonlinear Programming , J. Abadie, editor, North-Holland Publishing Co., Amsterdam, 1970. Gomory, R. E. "An Algorithm for Integer Solutions to Linear Programs", Chapter 34 in Recent Advances in Mathematical Programming Graves and Wolfe, editors, McGraw-Hill Book Co., Inc., New York, 1963, 269-302. , , Gomory, R. E., "On the Relation between Integer and Non-Integer Solutions to Linear Programs", Proc. Nat. Acad. Sci 53 (1965), 260-265. , Gomory, R. E., "Some Polyhedra Related to Combinatorial Problems", Journal of Linear Algebra and Applications 2 (1969), 451-558. , Gomory, R. E. and E. L. Johnson, "Some Continuous Functions Related to Corner Polyhedra", RC-3311 (February 1971), IBM, Yorktown Heights, N.Y. Gorry, G. A. and J. F. Shapiro, "An Adaptive Group Theoretic Algorithm for Integer Programming Problems", Management Science 17 (1971), 285, 306. Gorry, G. A., J. F. Shapiro and L. A. Wolsey, "Relaxation Mpthods for Pure and Mixed Integer Programming Problems", Management Science, 18 (1972), 229-239. Johnson, E. L., personal communication. 31 [15] Hu, T. Its C, "On the Asymptotic Integer Algorithm", Linear Algebra and Applications ", 3 (1970), 279-294. C, Integer Programming and Network Flows Reading, 1969. Addison- Wesley, [16] Hu, T. [17] "Dynamic Programming Algorithms for the Integer ProShapiro, J. F. gramming Problem-- I: The Integer Programming Problem Viewed as a Knapsack Type Problem", Operations Research , 16 (1968), 103-121. [18] Shapiro, J. F., "Generalized Lagrange Multipliers in Integer Programming", Operations Research 19 (1971), 68-76. , , , [19] Smith, D. A., "A Basis Algorithm for Finitely Generated Abelian Groups", Mathematical Algorithms , 1 (1969), 13-26. [20] Smith, J. H. S., "On Systems of Linear Indeterminate Equations and Congruences", Philosophical Transactions , 151 (1861), 293-326. [21] Smith, J. H. S., Collected Mathematical Papers Press, Oxford, 1894. [22] Thiriez, H. , "The Set Covering Problem: A Group Theoretic Approach", Revue Francaise d' Informatique et de Recherche Operationelle """ , V-3 (1971), 83-103. [23] Tompkins, C. J. and V. E. Unger, "Group Theoretic Structures in the Fixed Charge Transportation Problem", paper presented at the Fortyfirst National Meeting of ORSA, New Orleans, April, 1972. [24] Wolsey, L. A., "Mixed Integer Programming: Discretization and the Group Theoretic Approach", Ph.D. thesis published as Technical Report No. 42 (June 1969), Operations Research Center, M.I.T. [25] Wolsey, L. A., "Group-Theoretic Results in Mixed Integer Programming", Operations Research 19 (1971), 1691-1697. , Vol. I, Clarendon , [26] Wolsey, L. A., "Extensions of the Group Theoretic Approach in Integer Programming", Management Science 18 (1971), 74-83. , n-