论文标题
基于动态编程的ARC流动配方:理论基础和应用
Arc Flow Formulations Based on Dynamic Programming: Theoretical Foundations and Applications
论文作者
论文摘要
网络流程是解决优化问题的最成功工具之一。这种公式对应于确定网络中的最佳流量。一类网络流程公式是弧流,其中变量代表网络各个弧线上的流。对于$ \ MATHCAL {NP} $ - 硬性问题,多项式弧流模型通常提供弱线性放松,并且可能具有太多的对称性,无法在实践中有效。取而代之的是,具有伪多项式大小的弧流模型通常会提供强大的放松,并且在实践上是有效的。在过去的二十年中,人们对伪多项式弧流式的兴趣已经大大增长,在这些年中,它们已被用来解决许多严重问题的开放式实例。伪多项式弧流模型的一个显着优势是可以直接通过混合整数线性编程求解器求解实用大小的实例,从而避免基于列的生成实现复杂方法。 在这项调查中,我们通过展示其网络与动态编程(DP)之间的关系,介绍了伪多项式弧流式的理论基础。通过与Dantzig-Wolfe分解获得的模型的联系,这种关系可以更好地理解这些配方的强度。与DP的关系还允许一个新的视角将DP的状态空间放松方法与ARC流模型相关联。我们还提出了双重观点,将弧流模型与基于路径和周期的模型的线性松弛进行对比。总而言之,我们回顾了基于DP的弧流模型的主要解决方案方法和应用,例如切割,包装,调度和路由。
Network flow formulations are among the most successful tools to solve optimization problems. Such formulations correspond to determining an optimal flow in a network. One particular class of network flow formulations is the arc flow, where variables represent flows on individual arcs of the network. For $\mathcal{NP}$-hard problems, polynomial-sized arc flow models typically provide weak linear relaxations and may have too much symmetry to be efficient in practice. Instead, arc flow models with a pseudo-polynomial size usually provide strong relaxations and are efficient in practice. The interest in pseudo-polynomial arc flow formulations has grown considerably in the last twenty years, in which they have been used to solve many open instances of hard problems. A remarkable advantage of pseudo-polynomial arc flow models is the possibility to solve practical-sized instances directly by a Mixed Integer Linear Programming solver, avoiding the implementation of complex methods based on column generation. In this survey, we present theoretical foundations of pseudo-polynomial arc flow formulations, by showing a relation between their network and Dynamic Programming (DP). This relation allows a better understanding of the strength of these formulations, through a link with models obtained by Dantzig-Wolfe decomposition. The relation with DP also allows a new perspective to relate state-space relaxation methods for DP with arc flow models. We also present a dual point of view to contrast the linear relaxation of arc flow models with that of models based on paths and cycles. To conclude, we review the main solution methods and applications of arc flow models based on DP in several domains such as cutting, packing, scheduling, and routing.