Planning and Optimization E4. Linear & Integer Programming Malte Helmert and Gabriele R¨ oger Universit¨ at Basel
Integer Programs Linear Programs Summary Content of this Course Foundations Logic Classical Heuristics Constraints Planning Explicit MDPs Probabilistic Factored MDPs
Integer Programs Linear Programs Summary Content of this Course: Constraints (Timeline) Landmarks Cost Partitioning Constraints Network Flows Operator Counting
Integer Programs Linear Programs Summary Content of this Course: Constraints (Relevance) Landmarks Cost Partitioning Constraints Network Flows Operator Counting
Integer Programs Linear Programs Summary Content of this Course (Relevance) Foundations Logic Classical Heuristics Constraints Planning Explicit MDPs Probabilistic Factored MDPs
Integer Programs Linear Programs Summary Content of this Course (Relevance) Artifical Intelligence Operations Research Machine Computer Learning Science Robotics a . . . a
Integer Programs Linear Programs Summary Integer Programs
Integer Programs Linear Programs Summary Motivation This goes on beyond Computer Science Active research on IPs and LPs in Operation Research Mathematics Many application areas, for instance: Manufacturing Agriculture Mining Logistics Planning As an application, we treat LPs / IPs as a blackbox We just look at the fundamentals
Integer Programs Linear Programs Summary Motivation Example (Optimization Problem) Consider the following scenario: A factory produces two products A and B Selling a unit of B yields 5 times the profit of a unit of A. A client places the unusual order to “buy anything that can be produced on that day as long as the units of B do not exceed two plus twice the units of A.” The factory can produce at most 12 products per day. There is only material for 6 units of A (there is enough material to produce any amount of B) How many units of A and B does the client receive if the factory owner aims to maximize her profit?
Integer Programs Linear Programs Summary Integer Program: Example Let X A and X B be the (integer) number of produced A and B Example (Optimization Problem as Integer Program) X A ≥ 0, X B ≥ 0 Example (Optimization Problem)
Integer Programs Linear Programs Summary Integer Program: Example Let X A and X B be the (integer) number of produced A and B Example (Optimization Problem as Integer Program) maximize X A + 5 X B subject to X A ≥ 0, X B ≥ 0 Example (Optimization Problem) “a unit of B yields 5 times the profit of a unit of A” “the factory owner aims to maximize her profit”
Integer Programs Linear Programs Summary Integer Program: Example Let X A and X B be the (integer) number of produced A and B Example (Optimization Problem as Integer Program) maximize X A + 5 X B subject to 2 + 2 X A ≥ X B X A ≥ 0, X B ≥ 0 Example (Optimization Problem) “the units of B may not exceed two plus twice the units of A.”
Integer Programs Linear Programs Summary Integer Program: Example Let X A and X B be the (integer) number of produced A and B Example (Optimization Problem as Integer Program) maximize X A + 5 X B subject to 2 + 2 X A ≥ X B X A + X B ≤ 12 X A ≥ 0, X B ≥ 0 Example (Optimization Problem) “The factory can produce at most 12 units per day”
Integer Programs Linear Programs Summary Integer Program: Example Let X A and X B be the (integer) number of produced A and B Example (Optimization Problem as Integer Program) maximize X A + 5 X B subject to 2 + 2 X A ≥ X B X A + X B ≤ 12 X A ≤ 6 X A ≥ 0, X B ≥ 0 Example (Optimization Problem) “There is only material for 6 units of A”
Integer Programs Linear Programs Summary Integer Program: Example Let X A and X B be the (integer) number of produced A and B Example (Optimization Problem as Integer Program) maximize X A + 5 X B subject to 2 + 2 X A ≥ X B X A + X B ≤ 12 X A ≤ 6 X A ≥ 0, X B ≥ 0 � unique optimal solution: produce 4 A ( X A = 4) and 8 B ( X B = 8) for a profit of 44
Integer Programs Linear Programs Summary Integer Program Example: Visualization 9 8 7 6 5 X B 4 3 2 1 0 0 1 2 3 4 5 6 7 8 9 X A
Integer Programs Linear Programs Summary Integer Program Example: Visualization 9 8 7 6 X A ≥ 0 5 X B 4 3 2 1 X B ≥ 0 0 0 1 2 3 4 5 6 7 8 9 X A
Integer Programs Linear Programs Summary Integer Program Example: Visualization 9 8 7 2 + 2 X A ≥ X B 6 5 X B 4 3 2 X A ≥ 0 1 X B ≥ 0 0 0 1 2 3 4 5 6 7 8 9 X A
Integer Programs Linear Programs Summary Integer Program Example: Visualization 9 8 X A + X B ≤ 12 7 2 + 2 X A ≥ X B 6 5 X B 4 3 2 X A ≥ 0 1 X B ≥ 0 0 0 1 2 3 4 5 6 7 8 9 X A
Integer Programs Linear Programs Summary Integer Program Example: Visualization 9 X A + X B 8 ≤ 1 7 2 B 6 X ≥ 5 A X X B 2 4 + 2 X A ≤ 6 3 2 X A ≥ 0 1 X B ≥ 0 0 0 1 2 3 4 5 6 7 8 9 X A
Integer Programs Linear Programs Summary Integer Program Example: Visualization 9 X A + X B 8 ≤ 1 7 2 B 6 X ≥ 5 A X X B 2 4 + 2 X A ≤ 6 3 2 X A ≥ 0 1 X B ≥ 0 0 0 1 2 3 4 5 6 7 8 9 X A
Integer Programs Linear Programs Summary Integer Program Example: Visualization 9 X A + X B 8 ≤ 1 7 2 B 6 X ≥ 5 A X X B 2 4 + 2 X A ≤ 6 3 2 X A ≥ 0 1 X B ≥ 0 0 0 1 2 3 4 5 6 7 8 9 X A
Integer Programs Linear Programs Summary Integer Program Example: Visualization 9 X A + X B 8 ≤ 1 7 2 B 6 X ≥ 5 A X X B 2 4 + 2 X A ≤ 6 3 2 X A ≥ 0 1 X B ≥ 0 0 0 1 2 3 4 5 6 7 8 9 X A
Integer Programs Linear Programs Summary Integer Programs Integer Program An integer program (IP) consists of: a finite set of integer-valued variables V a finite set of linear inequalities (constraints) over V an objective function, which is a linear combination of V which should be minimized or maximized.
Integer Programs Linear Programs Summary Terminology An integer assignment to all variables in V is feasible if it satisfies the constraints. An integer program is feasible if there is such a feasible assignment. Otherwise it is infeasible. A feasible maximum (resp. minimum) problem is unbounded if the objective function can assume arbitrarily large positive (resp. negative) values at feasible assignments. Otherwise it is bounded. The objective value of a bounded feasible maximum (resp. minimum) problem is the maximum (resp. minimum) value of the objective function with a feasible assignment.
Integer Programs Linear Programs Summary Three classes of IPs IPs fall into three classes: bounded feasible: IP is solvable and optimal solutions exist unbounded feasible: IP is solvable and arbitrarily good solutions exist infeasible: IP is unsolvable
Integer Programs Linear Programs Summary Another Example Example minimize 3 X o 1 + 4 X o 2 + 5 X o 3 subject to X o 4 ≥ 1 X o 1 + X o 2 ≥ 1 X o 1 + X o 3 ≥ 1 X o 2 + X o 3 ≥ 1 X o 1 ≥ 0, X o 2 ≥ 0, X o 3 ≥ 0, X o 4 ≥ 0 What example from a previous chapter does this IP encode? � the minimum hitting set from Chapter E2
Integer Programs Linear Programs Summary Another Example Example minimize 3 X o 1 + 4 X o 2 + 5 X o 3 subject to X o 4 ≥ 1 X o 1 + X o 2 ≥ 1 X o 1 + X o 3 ≥ 1 X o 2 + X o 3 ≥ 1 X o 1 ≥ 0, X o 2 ≥ 0, X o 3 ≥ 0, X o 4 ≥ 0 What example from a previous chapter does this IP encode? � the minimum hitting set from Chapter E2
Integer Programs Linear Programs Summary Complexity of solving Integer Programs As an IP can compute an MHS, solving an IP must be at least as complex as computing an MHS Reminder: MHS is a “classical” NP-complete problem Good news: Solving an IP is not harder � Finding solutions for IPs is NP-complete. Removing the requirement that solutions must be integer-valued leads to a simpler problem
Integer Programs Linear Programs Summary Complexity of solving Integer Programs As an IP can compute an MHS, solving an IP must be at least as complex as computing an MHS Reminder: MHS is a “classical” NP-complete problem Good news: Solving an IP is not harder � Finding solutions for IPs is NP-complete. Removing the requirement that solutions must be integer-valued leads to a simpler problem
Integer Programs Linear Programs Summary Linear Programs
Integer Programs Linear Programs Summary Linear Programs Linear Program A linear program (LP) consists of: a finite set of real-valued variables V a finite set of linear inequalities (constraints) over V an objective function, which is a linear combination of V which should be minimized or maximized. We use the introduced IP terminology also for LPs. Mixed IPs (MIPs) generalize IPs and LPs: some variables are integer-values, some are real-valued.
Integer Programs Linear Programs Summary Linear Program: Example Let X A and X B be the (real-valued) number of produced A and B Example (Optimization Problem as Linear Program) maximize X A + 5 X B subject to 2 + 2 X A ≥ X B X A + X B ≤ 12 X A ≤ 6 X A ≥ 0, X B ≥ 0 � unique optimal solution: X A = 3 1 3 and X B = 8 2 3 with objective value 46 2 3
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