Article ID: | iaor20002361 |
Country: | Germany |
Volume: | 86 |
Issue: | 1 |
Start Page Number: | 161 |
End Page Number: | 185 |
Publication Date: | Jan 1999 |
Journal: | Mathematical Programming |
Authors: | Hoesel C.P.M. van, Leensel R.L.M.J. van de, Klundert J.J. van de |
Keywords: | knapsack problem |
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 (l,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.