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Sparse Cutting-Planes Marco Molinaro Santanu Dey, Andres Iroume, Qianyi Wang Georgia Tech
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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
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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
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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
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GEOMETRIC ABSTRACTION Well defined for every polytope
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GEOMETRIC ABSTRACTION
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good bad
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good bad
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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
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1- GENERAL UPPER BOUND
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Sparse cuts are good if number of vertices is “small” many vertices
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1- GENERAL UPPER BOUND Idea: randomly sparsify inequalities existence so there exists such ineq. concentration + union bound randomly sparsify (dense) inequality
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2-MATCHING LOWER BOUNDS Thm1: Conv random 0/1 points matches upper bound with prob ¼ depends on how many points
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2-MATCHING LOWER BOUNDS Main element: anticoncentration far from expectation Thm1: Conv random 0/1 points matches upper bound with prob ¼
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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
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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, …
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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
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3- EXTENDED FORMULATIONS coordinate projection
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3- EXTENDED FORMULATIONS
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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
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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
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THANK YOU!
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