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Combinatorial optimization

From Wikipedia, the free encyclopedia
Subfield of mathematical optimization
Aminimum spanning tree of a weightedplanar graph. Finding a minimum spanning tree is a common problem involving combinatorial optimization.

Combinatorial optimization is a subfield ofmathematical optimization that consists of finding an optimal object from afinite set of objects,[1] where the set offeasible solutions isdiscrete or can be reduced to a discrete set. Typical combinatorial optimization problems are thetravelling salesman problem ("TSP"), theminimum spanning tree problem ("MST"), and theknapsack problem. In many such problems, such as the ones previously mentioned,exhaustive search is not tractable, and so specialized algorithms that quickly rule out large parts of the search space orapproximation algorithms must be resorted to instead.

Combinatorial optimization is related tooperations research,algorithm theory, andcomputational complexity theory. It has important applications in several fields, includingartificial intelligence,machine learning,auction theory,software engineering,VLSI,applied mathematics andtheoretical computer science.

Applications

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Basic applications of combinatorial optimization include, but are not limited to:

  • Logistics[2]
  • Supply chain optimization[3]
  • Developing the best airline network of spokes and destinations
  • Deciding which taxis in a fleet to route to pick up fares
  • Determining the optimal way to deliver packages
  • Allocating jobs to people optimally
  • Designing water distribution networks
  • Earth science problems (e.g.reservoir flow-rates)[4]

Methods

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There is a large amount of literature onpolynomial-time algorithms for certain special classes of discrete optimization. A considerable amount of it is unified by the theory oflinear programming. Some examples of combinatorial optimization problems that are covered by this framework areshortest paths andshortest-path trees,flows and circulations,spanning trees,matching, andmatroid problems.

ForNP-complete discrete optimization problems, current research literature includes the following topics:

  • polynomial-time exactly solvable special cases of the problem at hand (e.g.fixed-parameter tractable problems)
  • algorithms that perform well on "random" instances (e.g. for thetraveling salesman problem)
  • approximation algorithms that run in polynomial time and find a solution that is close to optimal
  • parameterized approximation algorithms that run inFPT time and find a solution close to the optimum
  • solving real-world instances that arise in practice and do not necessarily exhibit the worst-case behavior of in NP-complete problems (e.g. real-world TSP instances with tens of thousands of nodes[5]).

Combinatorial optimization problems can be viewed as searching for the best element of some set of discrete items; therefore, in principle, any sort ofsearch algorithm ormetaheuristic can be used to solve them. Widely applicable approaches includebranch-and-bound (an exact algorithm which can be stopped at any point in time to serve as heuristic),branch-and-cut (uses linear optimisation to generate bounds),dynamic programming (a recursive solution construction with limited search window) andtabu search (a greedy-type swapping algorithm). However, generic search algorithms are not guaranteed to find an optimal solution first, nor are they guaranteed to run quickly (in polynomial time). Since some discrete optimization problems areNP-complete, such as the traveling salesman (decision) problem,[6] this is expected unlessP=NP.

For each combinatorial optimization problem, there is a correspondingdecision problem that asks whether there is a feasible solution for some particular measurem0{\displaystyle m_{0}}. For example, if there is agraphG{\displaystyle G} which contains verticesu{\displaystyle u} andv{\displaystyle v}, an optimization problem might be "find a path fromu{\displaystyle u} tov{\displaystyle v} that uses the fewest edges". This problem might have an answer of, say, 4. A corresponding decision problem would be "is there a path fromu{\displaystyle u} tov{\displaystyle v} that uses 10 or fewer edges?" This problem can be answered with a simple 'yes' or 'no'.

The field ofapproximation algorithms deals with algorithms to find near-optimal solutions to hard problems. The usual decision version is then an inadequate definition of the problem since it only specifies acceptable solutions. Even though we could introduce suitable decision problems, the problem is then more naturally characterized as an optimization problem.[7]

NP optimization problem

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AnNP-optimization problem (NPO) is a combinatorial optimization problem with the following additional conditions.[8] Note that the below referredpolynomials are functions of the size of the respective functions' inputs, not the size of some implicit set of input instances.

This implies that the corresponding decision problem is inNP. In computer science, interesting optimization problems usually have the above properties and are therefore NPO problems. A problem is additionally called a P-optimization (PO) problem, if there exists an algorithm which finds optimal solutions in polynomial time. Often, when dealing with the class NPO, one is interested in optimization problems for which the decision versions areNP-complete. Note that hardness relations are always with respect to some reduction. Due to the connection between approximation algorithms and computational optimization problems, reductions which preserve approximation in some respect are for this subject preferred than the usualTuring andKarp reductions. An example of such a reduction would beL-reduction. For this reason, optimization problems with NP-complete decision versions are not necessarily called NPO-complete.[9]

NPO is divided into the following subclasses according to their approximability:[8]

  • NPO(I): EqualsFPTAS. Contains theKnapsack problem.
  • NPO(II): EqualsPTAS. Contains theMakespan scheduling problem.
  • NPO(III): The class of NPO problems that have polynomial-time algorithms which computes solutions with a cost at mostc times the optimal cost (for minimization problems) or a cost at least1/c{\displaystyle 1/c} of the optimal cost (for maximization problems). InHromkovič's bookAlgorithms for Hard Problems, excluded from this class are all NPO(II)-problems save if P=NP.[8] Without the exclusion, equals APX. ContainsMAX-SAT and metricTSP.
  • NPO(IV): The class of NPO problems with polynomial-time algorithms approximating the optimal solution by a ratio that is polynomial in a logarithm of the size of the input. In Hromkovič's book, all NPO(III)-problems are excluded from this class unless P=NP. Contains theset cover problem.
  • NPO(V): The class of NPO problems with polynomial-time algorithms approximating the optimal solution by a ratio bounded by some function on n. In Hromkovic's book, all NPO(IV)-problems are excluded from this class unless P=NP. Contains theTSP andclique problem.

An NPO problem is calledpolynomially bounded (PB) if, for every instancex{\displaystyle x} and for every solutionyf(x){\displaystyle y\in f(x)}, the measurem(x,y){\displaystyle m(x,y)} is bounded by a polynomial function of the size ofx{\displaystyle x}. The class NPOPB is the class of NPO problems that are polynomially-bounded.

Specific problems

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Further information:Category:Combinatorial optimization
This is adynamic list and may never be able to satisfy particular standards for completeness. You can help byediting the page to add missing items, with references toreliable sources.
An optimal traveling salesman tour throughGermany’s 15 largest cities. It is the shortest among the 43,589,145,600[10] possible tours that visit each city exactly once.

See also

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Notes

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  1. ^Schrijver 2003, p. 1.
  2. ^Sbihi, Abdelkader; Eglese, Richard W. (2007)."Combinatorial optimization and Green Logistics"(PDF).4OR.5 (2):99–116.doi:10.1007/s10288-007-0047-3.S2CID 207070217.Archived(PDF) from the original on 2019-12-26. Retrieved2019-12-26.
  3. ^Eskandarpour, Majid; Dejax, Pierre; Miemczyk, Joe; Péton, Olivier (2015)."Sustainable supply chain network design: An optimization-oriented review"(PDF).Omega.54:11–32.doi:10.1016/j.omega.2015.01.006.Archived(PDF) from the original on 2019-12-26. Retrieved2019-12-26.
  4. ^Hobé, Alex; Vogler, Daniel; Seybold, Martin P.; Ebigbo, Anozie; Settgast, Randolph R.; Saar, Martin O. (2018)."Estimating fluid flow rates through fracture networks using combinatorial optimization".Advances in Water Resources.122:85–97.arXiv:1801.08321.Bibcode:2018AdWR..122...85H.doi:10.1016/j.advwatres.2018.10.002.S2CID 119476042.Archived from the original on 2020-08-21. Retrieved2020-09-16.
  5. ^Cook 2016.
  6. ^"Approximation-TSP"(PDF).Archived(PDF) from the original on 2022-03-01. Retrieved2022-02-17.
  7. ^Ausiello, Giorgio; et al. (2003),Complexity and Approximation (Corrected ed.), Springer,ISBN 978-3-540-65431-5
  8. ^abcHromkovic, Juraj (2002),Algorithmics for Hard Problems, Texts in Theoretical Computer Science (2nd ed.), Springer,ISBN 978-3-540-44134-2
  9. ^Kann, Viggo (1992),On the Approximability of NP-complete Optimization Problems, Royal Institute of Technology, Sweden,ISBN 91-7170-082-X
  10. ^Take one city, and take all possible orders of the other 14 cities. Then divide by two because it does not matter in which direction in time they come after each other: 14!/2 = 43,589,145,600.

References

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  • Gerard Sierksma; Yori Zwols (2015).Linear and Integer Optimization: Theory and Practice. CRC Press.ISBN 978-1-498-71016-9.

External links

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