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Marco Di Summa

Publications and source records attributed to Marco Di Summa.

At least 19 recordsLinked to original sources

The red-blue-yellow matching problem

We consider the red-blue-yellow matching problem: given two natural numbers $k_R$, $k_B$ and a graph $G$ whose edges are colored red, blue or yellow, the goal is to find a matching of $G$ that contains exactly $k_R$ red edges and exactly $k_B$ blue edges, and is of maximum cardinality subject to these constraints. This is a natural generalization of the well known red-blue matching problem, whose complexity status is unknown: although a randomized polynomial-time algorithm exists, a deterministic algorithm has remained elusive for nearly four decades. The best known deterministic approach to the red-blue matching problem, due to Yuster (2012), gives an additive approximation. In this paper, we show a similar result for the red-blue-yellow matching problem, giving a polynomial-time deterministic algorithm that, under natural assumptions, finds a matching satisfying the color requirements almost exactly and has cardinality within 3 of the optimal solution. Our algorithm is a mix of classic linear programming techniques and ad hoc existence results on restricted classes of graphs such as paths and cycles. As a key ingredient, we prove a curious topological property of plane curves, which is a strengthened version of a result by Grandoni and Zenklusen (2010) in the related context of budgeted matchings.

math.CO

Towards Lower Bounds on the Depth of ReLU Neural Networks

We contribute to a better understanding of the class of functions that can be represented by a neural network with ReLU activations and a given architecture. Using techniques from mixed-integer optimization, polyhedral theory, and tropical geometry, we provide a mathematical counterbalance to the universal approximation theorems which suggest that a single hidden layer is sufficient for learning any function. In particular, we investigate whether the class of exactly representable functions strictly increases by adding more layers (with no restrictions on size). As a by-product of our investigations, we settle an old conjecture about piecewise linear functions by Wang and Sun (2005) in the affirmative. We also present upper bounds on the sizes of neural networks required to represent functions with logarithmic depth.

cs.LG

The role of rationality in integer-programming relaxations

For a finite set $X \subset \mathbb{Z}^d$ that can be represented as $X = Q \cap \mathbb{Z}^d$ for some polyhedron $Q$, we call $Q$ a relaxation of $X$ and define the relaxation complexity $rc(X)$ of $X$ as the least number of facets among all possible relaxations $Q$ of $X$. The rational relaxation complexity $rc_\mathbb{Q}(X)$ restricts the definition of $rc(X)$ to rational polyhedra $Q$. In this article, we focus on $X = Δ_d$, the vertex set of the standard simplex, which consists of the null vector and the standard unit vectors in $\mathbb{R}^d$. We show that $rc(Δ_d) \leq d$ for every $d \geq 5$. That is, since $rc_{\mathbb{Q}}(Δ_d)=d+1$, irrationality can reduce the minimal size of relaxations. This answers an open question posed by Kaibel and Weltge (Lower bounds on the size of integer programs without additional variables, Mathematical Programming, 154(1):407-425, 2015). Moreover, we prove the asymptotic statement $rc(Δ_d) \in O(\frac{d}{\sqrt{\log(d)}})$, which shows that the ratio $rc(Δ_d)/rc_{\mathbb{Q}}(Δ_d)$ goes to $0$, as $d\to \infty$.

math.OC

Binary extended formulations and sequential convexification

A binarization of a bounded variable $x$ is a linear formulation with variables $x$ and additional binary variables $y_1,\dots, y_k$, so that integrality of $x$ is implied by the integrality of $y_1,\dots, y_k$. A binary extended formulation of a polyhedron $P$ is obtained by adding to the original description of $P$ binarizations of some of its variables. In the context of mixed-integer programming, imposing integrality on 0/1 variables rather than on general integer variables has interesting convergence properties and has been studied both from the theoretical and from the practical point of view. We propose a notion of \emph{natural} binarizations and binary extended formulations, encompassing all the ones studied in the literature. We give a simple characterization of the vertices of such formulations, which allows us to study their behavior with respect to sequential convexification. %0/1 disjunctions. In particular, given a binary extended formulation and % a binarization $B$ of one of its variables $x$, we study a parameter that measures the progress made towards ensuring the integrality of $x$ via application of sequential convexification. We formulate this parameter, which we call rank, as the solution of a set covering problem and express it exactly for the classical binarizations from the literature.

math.OC

Complexity of branch-and-bound and cutting planes in mixed-integer optimization -- II

We study the complexity of cutting planes and branching schemes from a theoretical point of view. We give some rigorous underpinnings to the empirically observed phenomenon that combining cutting planes and branching into a branch-and-cut framework can be orders of magnitude more efficient than employing these tools on their own. In particular, we give general conditions under which a cutting plane strategy and a branching scheme give a provably exponential advantage in efficiency when combined into branch-and-cut. The efficiency of these algorithms is evaluated using two concrete measures: number of iterations and sparsity of constraints used in the intermediate linear/convex programs. To the best of our knowledge, our results are the first mathematically rigorous demonstration of the superiority of branch-and-cut over pure cutting planes and pure branch-and-bound.

math.OC

Complexity of branch-and-bound and cutting planes in mixed-integer optimization

We investigate the theoretical complexity of branch-and-bound (BB) and cutting plane (CP) algorithms for mixed-integer optimization. In particular, we study the relative efficiency of BB and CP, when both are based on the same family of disjunctions. We extend a result of Dash to the nonlinear setting which shows that for convex 0/1 problems, CP does at least as well as BB, with variable disjunctions. We sharpen this by giving instances of the stable set problem where we can provably establish that CP does exponentially better than BB. We further show that if one moves away from 0/1 sets, this advantage of CP over BB disappears; there are examples where BB finishes in O(1) time, but CP takes infinitely long to prove optimality, and exponentially long to get to arbitrarily close to the optimal value (for variable disjunctions). We next show that if the dimension is considered a fixed constant, then the situation reverses and BB does at least as well as CP (up to a polynomial blow up), no matter which family of disjunctions is used. This is also complemented by examples where this gap is exponential (in the size of the input data).

math.OC

Split cuts in the plane

We provide a polynomial time cutting plane algorithm based on split cuts to solve integer programs in the plane. We also prove that the split closure of a polyhedron in the plane has polynomial size.

math.OC

Scanning integer points with lex-inequalities: A finite cutting plane algorithm for integer programming with linear objective

We consider the integer points in a unimodular cone K ordered by a lexicographic rule defined by a lattice basis. To each integer point x in K we associate a family of inequalities (lex-cuts) that defines the convex hull of the integer points in K that are not lexicographically smaller than x. The family of lex-cuts contains the Chvatal-Gomory cuts, but does not contain and is not contained in the family of split cuts. This provides a finite cutting plane method to solve the integer program min{cx : x \in S \cap Z^n }, where S \subset R^n is a compact set and c \in Z^n . We analyze the number of iterations of our algorithm.

math.OC

The structure of the infinite models in integer programming

The infinite models in integer programming can be described as the convex hull of some points or as the intersection of halfspaces derived from valid functions. In this paper we study the relationships between these two descriptions. Our results have implications for corner polyhedra. One consequence is that nonnegative, continuous valid functions suffice to describe corner polyhedra (with or without rational data).

math.OC

Optimal cutting planes from the group relaxations

We study quantitative criteria for evaluating the strength of valid inequalities for Gomory and Johnson's finite and infinite group models and we describe the valid inequalities that are optimal for these criteria. We justify and focus on the criterion of maximizing the volume of the nonnegative orthant cut off by a valid inequality. For the finite group model of prime order, we show that the unique maximizer is an automorphism of the {\em Gomory Mixed-Integer (GMI) cut} for a possibly {\em different} finite group problem of the same order. We extend the notion of volume of a simplex to the infinite dimensional case. This is used to show that in the infinite group model, the GMI cut maximizes the volume of the nonnegative orthant cut off by an inequality.

math.OC

An extreme function which is nonnegative and discontinuous everywhere

We consider Gomory and Johnson's infinite group model with a single row. Valid inequalities for this model are expressed by valid functions and it has been recently shown that any valid function is dominated by some nonnegative valid function, modulo the affine hull of the model. Within the set of nonnegative valid functions, extreme functions are the ones that cannot be expressed as convex combinations of two distinct valid functions. In this paper we construct an extreme function $π:\mathbb{R} \to [0,1]$ whose graph is dense in $\mathbb{R} \times [0,1]$. Therefore, $π$ is discontinuous everywhere.

math.OC

Balas formulation for the union of polytopes is optimal

A celebrated theorem of Balas gives a linear mixed-integer formulation for the union of two nonempty polytopes whose relaxation gives the convex hull of this union. The number of inequalities in Balas formulation is linear in the number of inequalities that describe the two polytopes and the number of variables is doubled. In this paper we show that this is best possible: in every dimension there exist two nonempty polytopes such that if a formulation for the convex hull of their union has a number of inequalities that is polynomial in the number of inequalities that describe the two polytopes, then the number of additional variables is at least linear in the dimension of the polytopes. We then show that this result essentially carries over if one wants to approximate the convex hull of the union of two polytopes and also in the more restrictive setting of lift-and-project.

math.OC

Extreme functions with an arbitrary number of slopes

For the one dimensional infinite group relaxation, we construct a sequence of extreme valid functions that are piecewise linear and such that for every natural number $k\geq 2$, there is a function in the sequence with $k$ slopes. This settles an open question in this area regarding a universal bound on the number of slopes for extreme functions. The function which is the pointwise limit of this sequence is an extreme valid function that is continuous and has an infinite number of slopes. This provides a new and more refined counterexample to an old conjecture of Gomory and Johnson stating that all extreme functions are piecewise linear. These constructions are extended to obtain functions for the higher dimensional group problems via the sequential-merge operation of Dey and Richard.

math.OC

A geometric approach to cut-generating functions

The cutting-plane approach to integer programming was initiated more that 40 years ago: Gomory introduced the corner polyhedron as a relaxation of a mixed integer set in tableau form and Balas introduced intersection cuts for the corner polyhedron. This line of research was left dormant for several decades until relatively recently, when a paper of Andersen, Louveaux, Weismantel and Wolsey generated renewed interest in the corner polyhedron and intersection cuts. Recent developments rely on tools drawn from convex analysis, geometry and number theory, and constitute an elegant bridge between these areas and integer programming. We survey these results and highlight recent breakthroughs in this area.

math.OC

Reverse Split Rank

The reverse split rank of an integral polyhedron P is defined as the supremum of the split ranks of all rational polyhedra whose integer hull is P. Already in R^3 there exist polyhedra with infinite reverse split rank. We give a geometric characterization of the integral polyhedra in R^n with infinite reverse split rank.

math.OC

Reverse Chvátal-Gomory rank

We introduce the reverse Chvátal-Gomory rank r*(P) of an integral polyhedron P, defined as the supremum of the Chvátal-Gomory ranks of all rational polyhedra whose integer hull is P. A well-known example in dimension two shows that there exist integral polytopes P with r*(P) equal to infinity. We provide a geometric characterization of polyhedra with this property in general dimension, and investigate upper bounds on r*(P) when this value is finite.

math.OC

On largest volume simplices and sub-determinants

We show that the problem of finding the simplex of largest volume in the convex hull of $n$ points in $\mathbb{Q}^d$ can be approximated with a factor of $O(\log d)^{d/2}$ in polynomial time. This improves upon the previously best known approximation guarantee of $d^{(d-1)/2}$ by Khachiyan. On the other hand, we show that there exists a constant $c>1$ such that this problem cannot be approximated with a factor of $c^d$, unless $P=NP$. % This improves over the $1.09$ inapproximability that was previously known. Our hardness result holds even if $n = O(d)$, in which case there exists a $\bar c\,^{d}$-approximation algorithm that relies on recent sampling techniques, where $\bar c$ is again a constant. We show that similar results hold for the problem of finding the largest absolute value of a subdeterminant of a $d\times n$ matrix.

cs.CG

On sub-determinants and the diameter of polyhedra

We derive a new upper bound on the diameter of a polyhedron P = {x \in R^n : Ax <= b}, where A \in Z^{m\timesn}. The bound is polynomial in n and the largest absolute value of a sub-determinant of A, denoted by Δ. More precisely, we show that the diameter of P is bounded by O(Δ^2 n^4 log nΔ). If P is bounded, then we show that the diameter of P is at most O(Δ^2 n^3.5 log nΔ). For the special case in which A is a totally unimodular matrix, the bounds are O(n^4 log n) and O(n^3.5 log n) respectively. This improves over the previous best bound of O(m^16 n^3 (log mn)^3) due to Dyer and Frieze.

math.CO