The complexity of generic primal algorithms for solving general integer programs

The complexity of generic primal algorithms for solving general integer programs

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Article ID: iaor2004739
Country: United States
Volume: 27
Issue: 4
Start Page Number: 681
End Page Number: 692
Publication Date: Nov 2002
Journal: Mathematics of Operations Research
Authors: ,
Keywords: programming: linear
Abstract:

Primal methods constitute a common approach to solving (combinatorial) optimization problems. Starting from a given feasible solution, they successively produce new feasible solutions with increasingly better objective function value until an optimal solution is reached. From an abstract point of view, an augmentation problem is solved in each iteration. That is, given a feasible point, these methods find an augmenting vector, if one exists. Usually, augmenting vectors with certain properties are sought to guarantee the polynomial running time of the overall algorithm. In this paper, we show that one can solve every integer programming problem in polynomial time provided one can efficiently solve the directed augmentation problem. The directed augmentation problem arises from the ordinary augmentation problem by splitting each direction into its positive and its negative part and by considering linear objectives on these parts. Our main result states that in order to get a polynomial-time algorithm for optimization it is sufficient to efficiently find, for any linear objective function in the positive and negative part, an arbitrary augmenting vector. The result also provides a general framework for the design of polynomial-time algorithms for specific combinatorial optimization problems. We demonstrate its applicability by considering the min-cost flow problem, by giving a novel algorithm for linear programming over unimodular spaces, and by providing a different proof that for 0/1-integer programming and efficient algorithm solving the ordinary augmentation problem suffices for efficient optimization. Our main result also implies that directed augmentation is at least as hard as optimization. In other words, for an NP-hard problem already the task of finding a directed augmenting vector in polynomial time is hopeless, unless P = NP. We illustrate this kind of consequence with the help of the knapsack problem.

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