Lifting valid inequalities for the precedence constrained knapsack problem

被引:0
|
作者
R.L.M.J. van de Leensel
C.P.M. van Hoesel
J.J. van de Klundert
机构
[1] Department of Quantitative Economics,
[2] Maastricht University,undefined
[3] P.O. Box 616,undefined
[4] 6200 MD Maastricht,undefined
[5] The Netherlands,undefined
[6] e-mail: r.vandeleensel@ke.unimaas.nl,undefined
[7] Department of Quantitative Economics,undefined
[8] Maastricht University,undefined
[9] P.O. Box 616,undefined
[10] 6200 MD Maastricht,undefined
[11] The Netherlands,undefined
来源
Mathematical Programming | 1999年 / 86卷
关键词
Mathematics Subject Classification (1991): 90C10;
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学科分类号
摘要
This paper considers the precedence constrained knapsack problem. More specifically, we are interested in classes of valid inequalities which are facet-defining for the precedence constrained knapsack polytope. We study the complexity of obtaining these facets using the standard sequential lifting procedure. Applying this procedure requires solving a combinatorial problem. For valid inequalities arising from minimal induced covers, we identify a class of lifting coefficients for which this problem can be solved in polynomial time, by using a supermodular function, and for which the values of the lifting coefficients have a combinatorial interpretation. For the remaining lifting coefficients it is shown that this optimization problem is strongly NP-hard. The same lifting procedure can be applied to (1,k)-configurations, although in this case, the same combinatorial interpretation no longer applies. We also consider K-covers, to which the same procedure need not apply in general. We show that facets of the polytope can still be generated using a similar lifting technique. For tree knapsack problems, we observe that all lifting coefficients can be obtained in polynomial time. Computational experiments indicate that these facets significantly strengthen the LP-relaxation.
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页码:161 / 185
页数:24
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