AN EFFICIENT BRANCH-AND-CUT ALGORITHM FOR SUBMODULAR FUNCTION MAXIMIZATION
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- Uematsu Naoya
- Osaka University
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- Umetani Shunji
- Osaka University
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- Kawahara Yoshinobu
- Kyushu University
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<p>The submodular function maximization is an attractive optimization model that appears in many real applications. Although a variety of greedy algorithms quickly find good feasible solutions for many instances while guaranteeing (1−1/e)-approximation ratio, we still encounter many real applications that ask optimal or better solutions within reasonable computation time. In this paper, we present an efficient branch-and-cut algorithm for the non-decreasing submodular function maximization problem based on its binary integer programming (BIP) formulation with an exponential number of constraints. Nemhauser and Wolsey developed an exact algorithm called the constraint generation algorithm that starts from a reduced BIP problem with a small subset of constraints and repeats solving a reduced BIP problem while adding a new constraint at each iteration. However, their algorithm is still computationally expensive due to many reduced BIP problems to be solved. To overcome this, we propose an improved constraint generation algorithm to add a promising set of constraints at each iteration. We incorporate it into a branch-and-cut algorithm to attain good upper bounds while solving a smaller number of reduced BIP problems. According to computational results for well-known benchmark instances, our algorithm achieves better performance than the state-of-the-art exact algorithms.</p>
収録刊行物
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- 日本オペレーションズ・リサーチ学会論文誌
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日本オペレーションズ・リサーチ学会論文誌 63 (2), 41-59, 2020-04-30
公益社団法人 日本オペレーションズ・リサーチ学会
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詳細情報 詳細情報について
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- CRID
- 1390848250108761216
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- NII論文ID
- 130007838840
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- NII書誌ID
- AA00703935
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- ISSN
- 21888299
- 04534514
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- NDL書誌ID
- 030384334
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- 本文言語コード
- en
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- データソース種別
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- JaLC
- NDL
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- CiNii Articles
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