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Sparse Cutting-Planes Marco Molinaro Santanu Dey, Andres Iroume, Qianyi Wang Georgia Tech.

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Presentation on theme: "Sparse Cutting-Planes Marco Molinaro Santanu Dey, Andres Iroume, Qianyi Wang Georgia Tech."— Presentation transcript:

1 Sparse Cutting-Planes Marco Molinaro Santanu Dey, Andres Iroume, Qianyi Wang Georgia Tech

2 Better approximation of the integer hull CUTTING-PLANES IN THEORY Can use any cutting-plane Putting all gives exactly the integer hull Many families of cuts, large literature, since 60’s

3 IN PRACTICE Only want to use sparse inequalities Solvers use sparsity to filter out cuts (to solve LPs fast) Very limited theoretical investigation [Andersen-Weismantel 10] Do not give integer hull CUTTING-PLANES 1-sparse

4 IN PRACTICE Only want to use sparse cutting planes Most commercial solvers use sparsity to filter out cuts Very limited theoretical investigation [Andersen-Weismantel 10] Do not give integer hull CUTTING-PLANES

5

6 GEOMETRIC ABSTRACTION Well defined for every polytope

7 GEOMETRIC ABSTRACTION

8 good bad

9 good bad

10 1.General upper bound 2.Matching lower bounds 3.Extended formulations 4.Extensions: allowing “few” dense cuts RESULTS First three results appear in How good are sparse cutting-planes? Dey, M., Wang, IPCO 14

11 1- GENERAL UPPER BOUND

12 Sparse cuts are good if number of vertices is “small” many vertices

13 1- GENERAL UPPER BOUND Idea: randomly sparsify inequalities existence so there exists such ineq. concentration + union bound randomly sparsify (dense) inequality

14 2-MATCHING LOWER BOUNDS Thm1: Conv random 0/1 points matches upper bound with prob ¼ depends on how many points

15 2-MATCHING LOWER BOUNDS Main element: anticoncentration far from expectation Thm1: Conv random 0/1 points matches upper bound with prob ¼

16 2-MATCHING LOWER BOUNDS Thm2: For random packing instances, sparse cuts are as bad as possible with prob ¼ Main element: anticoncentration far from expectation Thm1: Conv random 0/1 points matches upper bound with prob ¼

17 2-MATCHING LOWER BOUNDS Thm2: For random packing instances, sparse cuts are as bad as possible with prob ¼ Main element: anticoncentration far from expectation Thm1: Conv random 0/1 points matches upper bound with prob ¼ 0/1 with prob 1/2 Used often in computational experiments, hard Freville and Plateau 96, Chu and Beasly 98, Kaparis and Letchford 08 and 10, …

18 2-MATCHING LOWER BOUNDS Thm2: For random packing instances, sparse cuts are as bad as possible with prob ¼ Main element: anticoncentration far from expectation New element: order statistics of uniform distribution Thm1: Conv random 0/1 points matches upper bound with prob ¼

19 3- EXTENDED FORMULATIONS coordinate projection

20 3- EXTENDED FORMULATIONS

21 What if we also allow “few” dense cuts? 4-EXTENSIONS Idea: bad polytope for sparse cuts in each orthant In worst case, really need to use a lot of dense cuts

22 Push for understanding of sparse cutting-planes QUESTIONS When should we use denser cuts? If starts with sparse LP formulation? Almost block structure? Sparsify cutting planes? Reformulations that allow good sparse cuts Sparse + few dense cuts for packing problems Better model? WHAT’S NEXT

23 THANK YOU!


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