English

Optimality conditions and complete description of polytopes in combinatorial optimization

Optimization and Control 2018-09-13 v1

Abstract

A combinatorial optimization problem (COP) has a finite groundset E(E=NE(\left|E\right|=N), a weight vector c=(ce:eE)c=\left(c^e:e\in E\right) and a family TET\in E of feasible subsets with objective to find tTt\in T with maximal weight: max{etce{max}\{\sum_{e\in t}c^e: tT}t\in T\}. Polyhedral combinatorics reformulates combinatorial optimization as linear program: TT is mapped into the set XRNX\in R^N of 0/1 incidence vectors and cRNc\in R^N is maximized over the convex hull of XX: max{cx:xconv(X)}{max}\{cx: x\in conv(X)\}. In theory, complementary slackness conditions for the induced linear program provide optimality conditions for the COP. However, in general case, optimality conditions for combinatorial optimization have not been formulated analytically as for many problems complete description of the induced polytopes is available only as a convex hull of extreme points rather than a system of linear inequalities. Here, we formulate optimality conditions for a COP in general case: xkX  x_k\in X\ \ is optimal if and only if ccone(Hk) c\in cone\left(H_k\right)\ where HkH_k ={hV: hxk hx=\{h\in V:\ {hx}_k\ \ge hx for all xX}x\in X\} and VV is the set of all -1/0/1 valued vectors in RNR^N. This provides basis to get, in theory, a complete description of a combinatorial polytope induced by any COP: all facet inducing inequalities for conv(X)conv(X) can be written as hxlhx\le l where hVh\in V and ll is integer. A vector hVh\in V induces a nonredundent facet if and only if hHkoh\in H_k^o Hk\in H_k for at least one xkX x_k\in X\ (where HkoH_k^o={hHk:hcone(Hk{h})}=\{h\in H_k:h\notin cone(H_k\setminus \{h\})\} ) and l= l=\ xkhx_kh.

Keywords

Cite

@article{arxiv.1809.04363,
  title  = {Optimality conditions and complete description of polytopes in combinatorial optimization},
  author = {Alexey Antonov},
  journal= {arXiv preprint arXiv:1809.04363},
  year   = {2018}
}

Comments

15 pages, 3 figures

R2 v1 2026-06-23T04:03:41.151Z