MATP6620/ISYE6770
Integer and Combinatorial Optimization
Spring 2019
Midterm Exam, Friday, March 29, 2019.
Please do all four problems. Show all work. No books or calculators allowed. You may use any
result from class, the homeworks, or the texts, except where stated. You may use one sheet of
handwritten notes. The exam lasts 110 minutes.
Q1 | | /20 |
|
|
|
Q2 | | /20 |
|
|
|
Q3 | | /20 |
|
|
|
Q4 | | /20 |
|
|
|
Q5 | | /20 |
|
|
|
|
|
|
Total | | /100 |
- (20 points) For each of the following feasibility problems, indicate if it is polynomially
solvable or -complete. (No partial credit. 4 points per part, -1 point for incorrect
answers.)
- Node packing with lower bound: Given a graph G = (V,E) and an integer k, does
there exist a node packing of cardinality at least k?
Polynomially solvable -complete
- Perfect matching: Given a graph G = (V,E), does there exist a perfect matching?
Polynomially solvable -complete
- Minimum spanning tree with upper bound Given a graph G = (V,E), edge weights we for
e ∈ E, and an integer W, does there exist a spanning tree with total weight no larger
than W?
Polynomially solvable -complete
- Traveling salesman problem with upper bound: Given a complete graph on vertices V ,
with integer edge weights we, and a positive integer W, does there exist a traveling
salesman tour of length no more than W?
Polynomially solvable -complete
- Binary knapsack problem with lower bound: Given a ∈ ℤn, c ∈ ℤn, and scalars b and z,
does there exist a binary x ∈ ℤn with aT x ≤ b and cT x ≥ z?
Polynomially solvable -complete
- The binary variables x1,…,x5 satisfy the constraints
- (4 points) Show the constraints
have Chvatal rank equal to one.
- (8 points) Show the valid constraint
has Chvatal rank no greater than 3.
- (8 points) Show the valid constraint
has Chvatal rank at least 2.
- Consider the problem
- (10 points) Give the next level of the branch-and-bound tree using standard
branch-and-bound. You need only give the optimal value at each node, together with
the fathoming decision. Note that in an optimal solution to a relaxation, all the
variables that take non binary values take the same value.
- (10 points) Give the tree you obtain if you use orbital branching. How many LP
subproblems do you solve?
- (20 points)
- (8 points) The nonnegative integer variable y1 and the nonnegative continuous variable
x must satisfy
Give a valid linear constraint that is violated by the point x = 0, y = 4.
- (12 points) Let y2 be a binary variable. Assume in addition that y1 and y2 must
satisfy
Lift the constraint you found in part 4a to give a valid constraint in x, y1,
and y2.
- The wheel Wn is a graph G = (V,E) with n + 1 vertices labelled 0, 1,…,n. It has 2n edges, of
the form (1, 2), (2, 3), …, (n - 1,n), (1,n), and (0,i) for i = 1,…,n. Our feasible region S
consists of all incidence vectors of Hamiltonian cycles on Wn.
Every feasible solution satisfies the n + 1 degree constraints
You may assume these equality constraints are linearly independent. (Hint: Let M be a
square matrix with every entry equal to one. Let I be the identity matrix. You may assume
that the columns of the matrix M - I are linearly independent.)
- (4 points) How many feasible solutions are there?
- (8 points) Show that the dimension of the feasible region is n - 1.
- (8 points) Show that the constraints xe ≤ 1 define facets of conv(S) for the edges
(1, 2), (2, 3), …, (n - 1,n), (1,n).