This paper presents fast algorithms that find approximate solutions for a general class of problems, which we call fractional packing and covering problems. The only previously known algorithms for solving these problems are based on general linear programming techniques. The techniques developed in this paper greatly outperform the general methods in many applications, and are extensions of a method previously applied to find approximate solutions to multicommodity flow problems. Our algorithm is a Lagrangean relaxation technique; an important aspect of our results is that we obtain a theoretical analysis of the running time of a Lagrangean relaxation-based algorithm. We give several applications of our algorithms. The new approach yields several orders of magnitude of improvement over the best previously known running times for algorithms for the scheduling of unrelated parallel machines in both the preemptive and the non-preemptive models, for the job shop problem, for th...

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We show that the minimum cut problem for weighted undirected graphs can be solved in NC using three separate and independently interesting results. The first is an (m 2 =n)-processor NC algorithm for finding a (2 + ffl)-approximation to the minimum cut. The second is a randomized reduction from the minimum cut problem to the problem of obtaining a (2 + ffl)-approximation to the minimum cut. This reduction involves a natural combinatorial Set-Isolation Problem that can be solved easily in RNC. The third result is a derandomization of this RNC solution that requires a combination of two widely used tools: pairwise independence and random walks on expanders. We believe that the set-isolation approach will prove useful in other derandomization problems. The techniques extend to two related problems: we describe NC algorithms finding minimum k-way cuts for any constant k and finding all cuts of value within any constant factor of the minimum. Another application of these techni...

Abstract. The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps. We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and firststage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 21694 scenarios to within an estimated 1.0 % of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time. Keywords: salesman stochastic optimization, stochastic programming, stochastic routing, shortest path, traveling 1.

Recently, several new algorithms have been developed for the minimum cut problem. These algorithms are very different from the earlier ones and from each other and substantially improve worst-case time bounds for the problem. We conduct experimental evaluation the relative performance of these algorithms. In the process, we develop heuristics and data structures that substantially improve practical performance of the algorithms. We also develop problem families for testing minimum cut algorithms. Our work leads to a better understanding of practical performance of the minimum cut algorithms and produces very efficient codes for the problem.

We present here 2-approximation algorithms for several node deletion and edge deletion biclique problems and for an edge deletion clique problem. The biclique problem is to find a node induced subgraph which is bipartite and complete. The objective is to minimize the total weight of nodes or edges deleted so that the remaining subgraph is bipartite complete. Several variants of the biclique problem are studied here where the problem is defined on bipartite graph or on general graphs with or without the requirement that each side of the bipartition forms an independent set. The maximum clique problem is formulated as maximizing the number (or weight) of edges in the complete subgraph. A 2-approximation algorithm is given for the minimum edge deletion version of this problem. The approximation algorithms given here are derived as a special case of an approximation technique devised for a class of formulations introduced by Hochbaum [Hoc96]. All approximation algorithms described (and the...

Abstract: In this paper, we present the implementation of a branch-and-cut algorithm for solving Steiner tree problems in graphs. Our algorithm is based on an integer programming formulation for directed graphs and comprises preprocessing, separation algorithms, and primal heuristics. We are able to solve nearly all problem instances discussed in the literature to optimality, including one problem that—to our knowledge—has not yet been solved. We also report on our computational experiences with some very large Steiner tree problems arising from the design of electronic circuits. All test problems are gathered in a newly introduced library called SteinLib that is accessible via the World Wide Web. � 1998 John

A cactus tree is a simple data structure that represents all minimum cuts of a weighted graph in linear space. We describe the first algorithm that can build a cactus tree from the asymptotically fastest deterministic algorithm that finds all minimum cuts in a weighted graph --- the Hao-Orlin minimum cut algorithm. This improves the time to construct the cactus in graphs with n vertices and m edges from O(n 3 ) to O(nm log n 2 =m).

Cutting plane algorithms have turned out to be practically successful computational tools in combinatorial optimization, in particular, when they are embedded in a branch and bound framework. Implementations of such "branch and cut" algorithms are rather complicated in comparison to many purely combinatorial algorithms. The purpose of this article is to give an introduction to cutting plane algorithms from an implementor's point of view. Special emphasis is given to control and data structures used in practically successful implementations of branch and cut algorithms. We also address the issue of parallelization. Finally, we point out that in important applications branch and cut algorithms are not only able to produce optimal solutions but also approximations to the optimum with certified good quality in moderate computation times. We close with an overview of successful practical applications in the literature.