arXiv subjects

Matthias Walter

Publications and source records attributed to Matthias Walter.

At least 19 recordsLinked to original sources

arXiv2025

The SCIP Optimization Suite 10.0

The SCIP Optimization Suite provides a collection of software packages for mathematical optimization, centered around the constraint integer programming (CIP) framework SCIP. This report discusses the enhancements and extensions included in SCIP Optimization Suite 10.0. The updates in SCIP 10.0 include a new solving mode for exactly solving rational mixed-integer linear programs, a new presolver for detecting implied integral variables, a novel cut-based conflict analysis and separator for flower inequalities, two new heuristics, a novel tool for explaining infeasibility, a new interface for nonlinear solvers as well as improvements in symmetry handling, branching strategies, and SCIP's Benders' decomposition framework. SCIP Optimization Suite 10.0 also includes new and improved features in the the presolving library PaPILO, the parallel framework UG, and the decomposition framework GCG. Moreover, the SCIP Optimization Suite 10.0 contains MIP-DD, the first open-source delta debugger for mixed-integer programming solvers. These additions and enhancements have resulted in an overall performance improvement of SCIP in terms of solving time, number of nodes in the branch-and-bound tree, as well as the reliability of the solver.

math.OC↗

arXiv2025

Geometry of the Reformulation-Linearization-Technique: Domination of Disjunctions

The reformulation-linearization-technique (RLT) is a well-known strengthening technique for binary mixed-integer optimization. It is well known to dominate lift-and-project strengthening, which is based on disjunctive programming (DP) for single-variable disjunctions. In contrast to the latter, the geometry of RLT is not understood completely. We provide some insights by characterizing the points in the corresponding RLT closure geometrically. We exploit this insight to show that RLT even dominates DP approaches based on cardinality equations with right-hand side 1. This is in contrast to cardinality inequalities with right-hand side 1, whose DPs are not dominated. Our results have applications in the strength comparison for the quadratic assignment problem.

math.OC↗

arXiv2025

A hybrid solution approach for the Integrated Healthcare Timetabling Competition 2024

In this work, we present the solution approach for the Integrated Healthcare Timetabling Competition 2024 submitted by Team Twente, which ultimately ranked third among the finalists. Our approach combines mixed-integer programming, constraint programming, and simulated annealing in a 3-phase solution approach based on decomposition into subproblems. In addition to describing our approach and design decisions, we share our insights and, for the first time, lower bounds on the optimal solution values for the benchmark instances. We analyze the results based on solution quality for the competition and an extended runtime Additionally, we investigate the different soft constraints and specific parts of the algorithm. Finally, we highlight open problems and future research directions for further improving the approach.

cs.AI↗

arXiv2025

Implied Integrality in Mixed-Integer Optimization

Implied-integer detection is a well-known presolving technique that is used by many Mixed-Integer Linear Programming solvers. Informally, a variable is said to be implied integer if its integrality is enforced implicitly by integrality of other variables and the constraints of a problem. In this work we formalize the definition of implied integrality by taking a polyhedral perspective. Our main result characterizes implied integrality as occurring when a subset of integer variables is fixed to integer values and the polyhedron on the remaining variables is integral. While integral polyhedra are well-understood theoretically, existing detection methods infer implied integrality only for one variable at a time. We introduce new detection methods based on the detection of integral polyhedra, extending existing techniques to multiple variables. Additionally, we discuss the computational complexity of recognizing implied integers. We conduct experiments using a new detection method that uses totally unimodular submatrices to identify implied integrality. For the MIPLIB 2017 collection dataset our results indicate that, on average, 18.8% of the variables are classified as implied integer after presolving, compared to just 3.3% identified by state-of-the-art techniques. Moreover, we are able to reduce the average percentage of variables whose integrality needs to be enforced after presolving from 70.2% to 59.0%.

cs.DM↗

arXiv2025

State-of-the-art Methods for Pseudo-Boolean Solving with SCIP

The Pseudo-Boolean problem deals with linear or polynomial constraints with integer coefficients over Boolean variables. The objective lies in optimizing a linear objective function, or finding a feasible solution, or finding a solution that satisfies as many constraints as possible. In the 2024 Pseudo-Boolean competition, solvers incorporating the SCIP framework won five out of six categories it was competing in. From a total of 1,207 instances, SCIP successfully solved 759, while its parallel version FiberSCIP solved 776. Based on the results from the competition, we further enhanced SCIP's Pseudo-Boolean capabilities. This article discusses the results and presents the winning algorithmic ideas.

math.OC↗

arXiv2024

A Row-wise Algorithm for Graph Realization

Given a $\{0,1\}$-matrix $M$, the graph realization problem for $M$ asks if there exists a spanning forest such that the columns of $M$ are incidence vectors of paths in the forest. The problem is closely related to the recognition of network matrices, which are a large subclass of totally unimodular matrices and have many applications in mixed-integer programming. Existing efficient algorithms for graph realization grow a submatrix in a column-wise fashion whilst maintaining a graphic realization. In the context of mixed-integer linear programming, this limits the set of submatrices of the constraint matrix that can efficiently be determined to be network matrices to network submatrices that span all rows and a subset of the columns. This paper complements the existing work by providing an algorithm that works in a row-wise fashion and uses similar data structures, and enables the detection of arbitrary graphic submatrices. The main challenge in designing efficient algorithms for the graph realization problem is ambiguity as there may exist many graphs realizing $M$. The key insight for designing an efficient row-wise algorithm is that a graphic matrix is uniquely represented by an SPQR-tree, a graph decomposition that stores all graphs with the same set of cycles. The developed row-wise algorithm uses data structures that are compatible with the column-wise algorithm and can be combined with the latter to detect maximal graphic submatrices.

cs.DM↗

arXiv2024

Optimal subgraphs in geometric scale-free random graphs

Geometric scale-free random graphs are popular models for networks that exhibit as heavy-tailed degree distributions, small-worldness and high clustering. In these models, vertices have weights that cause the heavy-tailed degrees and are embedded in a metric space so that close-by groups of vertices tend to cluster. The interplay between the vertex weights and positions heavily affects the local structure of the random graph, in particular the occurrence of subgraph patterns, but the dependencies in these structures and weights make them difficult to analyze. In this paper we investigate subgraph counts using a \textit{divide et impera} strategy: first counting the number of subgraphs in specific classes of vertices; then computing which class yields maximum contribution. Interestingly, the scaling behavior of induced and general subgraphs in such geometric heavy-tailed random graphs is closely related to the solution of a mixed-integer linear program which also shows that subgraphs appear predominantly on vertices with some prescribed degrees and inter-distances. Finally, we derive precise asymptotics for trees and Hamiltonian subgraphs.

math.PR↗

arXiv2023

Relaxation strength for multilinear optimization: McCormick strikes back

We consider linear relaxations for multilinear optimization problems. In a recent paper, Khajavirad proved that the extended flower relaxation is at least as strong as the relaxation of any recursive McCormick linearization (Operations Research Letters 51 (2023) 146-152). In this paper we extend the result to more general linearizations, and present a simpler proof. Moreover, we complement Khajavirad's result by showing that the intersection of the relaxations of such linearizations and the extended flower relaxation are equally strong.

math.OC↗

arXiv2023

Algorithmic Solutions for Maximizing Shareable Costs

This paper addresses the optimization problem to maximize the total costs that can be shared among a group of agents, while maintaining stability in the sense of the core constraints of a cooperative transferable utility game, or TU game. When maximizing total shareable costs, the cost shares must satisfy all constraints that define the core of a TU game, except for being budget balanced. The paper first gives a fairly complete picture of the computational complexity of this optimization problem, its relation to optimiztion over the core itself, and its equivalence to other, minimal core relaxations that have been proposed earlier. We then address minimum cost spanning tree (MST) games as an example for a class of cost sharing games with non-empty core. While submodular cost functions yield efficient algorithms to maximize shareable costs, MST games have cost functions that are subadditive, but generally not submodular. Nevertheless, it is well known that cost shares in the core of MST games can be found efficiently. In contrast, we show that the maximization of shareable costs is NP-hard for MST games and derive a 2-approximation algorithm. Our work opens several directions for future research.

cs.GT↗

arXiv2023

The Binary Linearization Complexity of Pseudo-Boolean Functions

We consider the problem of linearizing a pseudo-Boolean function $f : \{0,1\}^n \to \mathbb{R}$ by means of $k$ Boolean functions. Such a linearization yields an integer linear programming formulation with only $k$ auxiliary variables. This motivates the definition of the linarization complexity of $f$ as the minimum such $k$. Our theoretical contributions are the proof that random polynomials almost surely have a high linearization complexity and characterizations of its value in case we do or do not restrict the set of admissible Boolean functions. The practical relevance is shown by devising and evaluating integer linear programming models of two such linearizations for the low auto-correlation binary sequences problem. Still, many problems around this new concept remain open.

cs.DM↗

arXiv2022

Exact Price of Anarchy for Weighted Congestion Games with Two Players

This paper gives a complete analysis of worst-case equilibria for various versions of weighted congestion games with two players and affine cost functions. The results are exact price of anarchy bounds which are parametric in the weights of the two players, and establish exactly how the primitives of the game enter into the quality of equilibria. Interestingly, some of the worst-cases are attained when the players' weights only differ slightly. Our findings also show that sequential play improves the price of anarchy in all cases, however, this effect vanishes with an increasing difference in the players' weights. Methodologically, we obtain exact price of anarchy bounds by a duality based proof mechanism, based on a compact linear programming formulation that computes worst-case instances. This mechanism yields duality-based optimality certificates which can eventually be turned into purely algebraic proofs.

cs.GT↗

arXiv2021

Recognizing Series-Parallel Matrices in Linear Time

A series-parallel matrix is a binary matrix that can be obtained from an empty matrix by successively adjoining rows or columns that are parallel to an existing row/column or have at most one 1-entry. Equivalently, series-parallel matrices are representation matrices of graphic matroids of series-parallel graphs, which can be recognized in linear time. We propose an algorithm that, for an m-by-n matrix A with k nonzeros, determines in expected $\mathcal{O}(m + n + k)$ time whether A is series-parallel, or returns a minimal non-series-parallel submatrix of A. We complement the developed algorithm by an efficient implementation and report about computational results.

cs.DM↗

arXiv2021

Simple odd $\beta$-cycle inequalities for binary polynomial optimization

We consider the multilinear polytope which arises naturally in binary polynomial optimization. Del Pia and Di Gregorio introduced the class of odd $\beta$-cycle inequalities valid for this polytope, showed that these generally have Chv{\'a}tal rank 2 with respect to the standard relaxation and that, together with flower inequalities, they yield a perfect formulation for cycle hypergraph instances. Moreover, they describe a separation algorithm in case the instance is a cycle hypergraph. We introduce a weaker version, called simple odd $\beta$-cycle inequalities, for which we establish a strongly polynomial-time separation algorithm for arbitrary instances. These inequalities still have Chv{\'a}tal rank 2 in general and still suffice to describe the multilinear polytope for cycle hypergraphs. Finally, we report about computational results of our prototype implementation. The simple odd $\beta$-cycle inequalities sometimes help to close more of the integrality gap in the experiments; however, the preliminary implementation has substantial computational cost, suggesting room for improvement in the separation algorithm.

cs.DM↗

arXiv2021

The Graphical Traveling Salesperson Problem has no Integer Programming Formulation in the Original Space

The Graphical Traveling Salesperson Problem (GTSP) is the problem of assigning, for a given weighted graph, a nonnegative number $x_e$ each edge $e$ such that the induced multi-subgraph is of minimum weight among those that are spanning, connected and Eulerian. Naturally, known mixed-integer programming formulations use integer variables $x_e$ in addition to others. Denis Naddef posed the challenge of finding a (reasonably simple) mixed-integer programming formulation that has integrality constraints only on these edge variables. Recently, Carr and Simonetti (IPCO 2021) showed that such a formulation cannot consist of polynomial-time certifyiable inequality classes unless $\mathsf{NP}=\mathsf{coNP}$. In this note we establish a more rigorous result, namely that no such MIP formulation exists at all.

cs.DM↗

arXiv2020

Persistency of Linear Programming Relaxations for the Stable Set Problem

The Nemhauser-Trotter theorem states that the standard linear programming (LP) formulation for the stable set problem has a remarkable property, also known as (weak) persistency: for every optimal LP solution that assigns integer values to some variables, there exists an optimal integer solution in which these variables retain the same values. While the standard LP is defined by only non-negativity and edge constraints, a variety of other LP formulations have been studied and one may wonder whether any of them has this property as well. We show that any other formulation that satisfies mild conditions cannot have the persistency property on all graphs, unless it is always equal to the stable set polytope.

cs.DM↗

arXiv2020

A Polyhedral Study for the Cubic Formulation of the Unconstrained Traveling Tournament Problem

We consider the unconstrained traveling tournament problem, a sports timetabling problem that minimizes traveling of teams. Since its introduction about 20 years ago, most research was devoted to modeling and reformulation approaches. In this paper we carry out a polyhedral study for the cubic integer programming formulation by establishing the dimension of the integer hull as well as of faces induced by model inequalities. Moreover, we introduce a new class of inequalities and show that they are facet-defining. Finally, we evaluate the impact of these inequalities on the linear programming bounds.

cs.DM↗

arXiv2020

Face Dimensions of General-Purpose Cutting Planes for Mixed-Integer Linear Programs

Cutting planes are a key ingredient to successfully solve mixed-integer linear programs. For specific problems, their strength is often theoretically assessed by showing that they are facet-defining for the corresponding mixed-integer hull. In this paper we experimentally investigate the dimensions of faces induced by general-purpose cutting planes generated by a state-of-the-art solver. Therefore, we relate the dimension of each cutting plane to its impact in a branch-and-bound algorithm.

cs.DM↗

arXiv2020

Integrality of Linearizations of Polynomials over Binary Variables using Additional Monomials

Polynomial optimization problems over binary variables can be expressed as integer programs using a linearization with extra monomials in addition to those arising in the given polynomial. We characterize when such a linearization yields an integral relaxation polytope, generalizing work by Del Pia and Khajavirad (SIAM Journal on Optimization, 2018) and Buchheim, Crama and Rodríguez-Heck (European Journal of Operations Research, 2019). We also present an algorithm that finds these extra monomials for a given polynomial to yield an integral relaxation polytope or determines that no such set of extra monomials exists. In the former case, our approach yields an algorithm to solve the given polynomial optimization problem as a compact LP, and we complement this with a purely combinatorial algorithm.

cs.DM↗