Groupe d’études et de recherche en analyse des décisions


Influence of the normalization constraint on the integral simplex using decomposition

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Since its introduction in 1969, the set partitioning problem has received much attention, and the structure of its feasible domain has been studied in detail. In particular, there exists a decreasing sequence of integer feasible points that leads to the optimum, such that each solution is a vertex of the polytope of the linear relaxation and adjacent to the previous one. Several algorithms are based on this observation and aim to determine that sequence; one example is the integral simplex using decomposition (ISUD) of Zaghrouti et al. (2014). In ISUD, the next solution is often obtained by solving a linear program without using any branching strategy. We study the influence of the normalization-weight vector of this linear program on the integrality of the next solution. We extend and strengthen the decomposition theory in ISUD, prove theoretical properties of the generic and specific convexity constraints, and propose new normalization constraints that encourage integral solutions. Numerical tests on scheduling instances (with up to 500,000 variables) demonstrate the potential of our approach.

, 24 pages