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Integer Programming Formulations

This document summarizes two integer programming formulations for the minimum spanning tree problem: the sub-tour elimination formulation and the cutset formulation. The sub-tour elimination formulation models the problem using constraints that eliminate subtours in any solution. It defines the polyhedron Psub of feasible solutions which is integral, meaning it has only integer vertices. The cutset formulation also models the problem but defines a different polyhedron Pcut of solutions. Pcut may contain fractional extreme points, whereas Psub is contained within Pcut but has only integer solutions.

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25 views

Integer Programming Formulations

This document summarizes two integer programming formulations for the minimum spanning tree problem: the sub-tour elimination formulation and the cutset formulation. The sub-tour elimination formulation models the problem using constraints that eliminate subtours in any solution. It defines the polyhedron Psub of feasible solutions which is integral, meaning it has only integer vertices. The cutset formulation also models the problem but defines a different polyhedron Pcut of solutions. Pcut may contain fractional extreme points, whereas Psub is contained within Pcut but has only integer solutions.

Uploaded by

cranckcracker123
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Integer programming formulations

of the minimum spanning tree problem


Let G = (V,E) an undirected graph, |V| = n, |E| = m and
let each edge e=(i,j)E has a real valued cost cij.
A tree is a connected graph which has no cycles.
A spanning tree of a graph is a subset of n-1 edges
that form a tree.
A minimum spanning tree of G is defined to be a
spanning tree of G whose cost is minimum.
The corresponding problem is called the
minimum spanning tree problem (MST).

The constraint (1) is a cardinality constraint implying


that we choose exactly n-1 edges.
The constraints (2) imply that the set of chosen edges
contain no cycles (if the chosen solution contain a cycle
and S is the set of nodes on this cycle, then the solution
would violate this constraint).
This sub-tour elimination model of the MST contains
an exponential number of constraints.

In order to model MST as an integer program we


introduce the following binary variable:
xe = 1 if the edge e is selected as part of the chosen
tree
xe = 0 otherwise.
min eE cexe
s.t. eE xe = n-1

eE(S) xe |S| -1 for any nonempty set SV of nodes

(2)

xe {0,1}

(3)

for all edges eE.

Sub-tour elimination formulation.

Using another definition of a spanning tree: it is a


connected subgraph containing n-1 edges leads to the
following model of the MST, called cutset formulation:
min eE cexe
s.t. eE xe = n-1

(1)

e(S) xe 1 for any nonempty set SV of nodes


xe {0,1}

Psub = {x|E| | 0 x 1, eE xe = n-1, eE(S) xe |S| -1


for any nonempty set SV of nodes}.

(1)

for all edges eE.

(4)
(3)

Pcut = {x|E| | 0 x 1, eE xe = n-1, e(S) xe |S| -1


for any nonempty set SV of nodes}.

Theorem 1: The polyhedron Psub is integral.

Proposition 2: We have Psub Pcut . In general, Pcut has


fractional extreme points.
Proof. For any subset of nodes S we have:
E=E(S) (S) E(V \ S).

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