Combining problem structure with basis reduction to solve a class of hard integer programs

Combining problem structure with basis reduction to solve a class of hard integer programs

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Article ID: iaor2004738
Country: United States
Volume: 27
Issue: 3
Start Page Number: 470
End Page Number: 484
Publication Date: Aug 2002
Journal: Mathematics of Operations Research
Authors: ,
Abstract:

Recently Aardal et al. have successfully solved some small, difficult, equality-constrained integer programs by using basis reduction to reformulate the problems as inequality-constrained integer programs in a different space. Here, we adapt their method to solve integer programs that are larger but have special structure. The practical problem motivating this work is a variant of the market share problem. More formally, the problem can be viewed as finding a matrix X ∈ ℤ+mn satisfying XA = C, BX = D, where A,B,C,D are matrices of compatible dimensions, and the approach requires us to find a reduced basis of the lattice ℒ = {X ∈ ℤm×n: XA = 0, BX = 0}. The main topic of this paper is a study of the lattice ℒ. It is shown that an integer basis of ℒ can be obtained by taking the Kronecker product of vectors from integer bases of two much smaller lattices. Furthermore, the resulting basis is a reduced basis if the integer bases of the two small lattices are reduced bases and a suitable ordering is chosen. Finally, some limited computational results are presented showing the benefits of making use of the problem structure.

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