Introduction to Branch and Bound Algorithm

Prepared by:
Hadeer Elsayed Eladawey.
Prepared for:
Dr/Heba Eid.
Abstract
This report provides a detailed examination of the Branch and Bound
algorithm, a fundamental technique in combinatorial optimization. Branch and
bound is a systematic method used to solve discrete optimization problems by
systematically exploring the solution space. This report discusses the principles
behind the Branch and Bound algorithm, its applications, advantages, and
limitations. Additionally, it explores real-world examples where Branch and Bound
has been successfully applied and provides insights into its implementation and
optimization strategies.

1. Introduction
Combinatorial optimization problems arise in various domains such as
logistics, scheduling, resource allocation, and network design. These problems
involve finding the best solution from a finite set of possible solutions, where each
solution is a combination of discrete variables. The Branch and Bound algorithm are
a powerful technique used to efficiently search for an optimal solution in such
discrete optimization problems.
It systematically divides the solution space into smaller subspaces, evaluating
and pruning branches to expedite the search process. This report aims to elucidate
the principles, applications, and significance of the Branch and Bound algorithm in
solving combinatorial optimization problems.

2. Concept of Branch and Bound Algorithm

The Branch and Bound Algorithm is a technique used to solve optimization
problems and search for optimal solutions in complex search spaces. This algorithm
is characterized by its ability to reduce the assumptions and sub-problems that the
system needs to compute to reach the final solution. This is done by providing
bounds on possible solutions and excluding solutions that cannot lead to the optimal
solution [1].

3. Implementation Steps
- Initialization: Define the objective function, constraints, and an initial upper
or lower bound for the optimal solution (depending on maximization or
minimization problem).
 - Branching: Select a partial solution at the current node and create child nodes
representing all feasible extensions of that solution.
- Bounding: Evaluate the bounding function for each child node. This
estimation helps determine the potential optimality of the solutions that
branch out from that node.
- Pruning: Eliminate branches (subproblems) whose bounding function values
are worse (higher for minimization, lower for maximization) than the current
best solution found so far.
- Exploration: Select the most promising child node (based on the bounding
function) and repeat steps 2-5 until all branches are explored or the optimal
solution is identified.

4. Applications of the Branch and Bound Algorithm

The applications of the Branch and Bound Algorithm span across a wide range of
fields and problems, including[2]:
- Traveling Salesman Problem (TSP): Finding the shortest route that visits
all cities exactly once and returns to the starting point.
- Knapsack Problem: Selecting items with maximum value within a limited
weight capacity.
- Job Scheduling: Assigning tasks to machines to minimize completion time.
- Resource Allocation: Optimally distributing resources among competing
projects.
- Graph Search Problems: Finding optimal paths within connected
networks, like shortest routes or efficient data flow paths.
- Constraint Satisfaction Problems (CSPs): Finding solutions that meet all
specified constraints, like coloring a map with no adjacent regions sharing
the same color.
- Integer Linear Programming (ILP): Solving optimization problems where
variables can only take whole number values (e.g., optimizing production
quantities in a factory).
- Network Flow Problems [3]: Optimizing resource flow through a network,
maximizing throughput while respecting capacity limitations (e.g., traffic
management).
 5. Advantages of the Branch and Bound Algorithm
The Branch and Bound algorithm offer several advantages, including:
- Guarantees optimality: Under certain conditions, the Branch and Bound
algorithm guarantees finding the optimal solution to combinatorial
optimization problems.
- Versatility: Can be adapted to various problem domains and objective
functions.
- Efficiency: Employs pruning techniques to avoid exploring unpromising
branches, leading to improved computational efficiency[1].

6. Disadvantages of the Branch and Bound Algorithm

the Branch and Bound algorithm also have some limitations, including:
- Memory requirements: The algorithm may require significant memory
resources, especially for large problem instances with a vast solution space.
- Complexity: The computational complexity of the algorithm can be high,
particularly for problems with intricate constraints or nonlinear objective
functions.
- Sensitivity to problem formulation: The effectiveness of the Branch and
Bound algorithm may vary depending on how the problem is formulated and
the choice of bounding strategies.

7. Classification of Branch and Bound Problems:

The Branch and Bound method can be classified into three types based on the
order in which the state space tree is searched:
- FIFO Branch and Bound: It is also known as a FIFO search.
It maintains the list of live nodes in first-in-first-out order i.e., in a queue,
The live nodes are searched in the FIFO order to make them next E-nodes.
- LIFO Branch and Bound: It is also known as a LIFO search.
It maintains the list of live nodes in last-in-first-out order i.e., in a stack
- Least Cost-Branch and Bound: It uses a heuristic cost function to compute
the bound values at each node. Nodes are added to the list of live nodes as
soon as they get generated. The node with the least value of a cost function
selected as a next E-node.
 8. Example: 0/1 Knapsack Problem
The 0/1 Knapsack problem involves selecting items with maximum total
value from a set of items with weights, subject to a weight constraint on the
knapsack.
Example Problem:
We have 4 items with weights and values as follows:
Item Weight Value
1 2 6
2 3 5
3 4 4
4 5 3
Example Problem

The knapsack can hold a maximum weight of 7.

Objective Function (Maximize): Total value of items in the knapsack.
Constraint: Total weight of items ≤ 7.
Bounding Function: A simple bounding function for the knapsack problem is to
calculate the total value achievable by including only the remaining items with the
highest value-to-weight ratio and assuming all of them fit in the knapsack.
Solution Process:
- Initialization: Current best value = 0, Remaining weight = 7.
- Branching: We start with an empty knapsack. We have two options for item
1: include it (weight = 2, value = 6) or exclude it (weight = 0, value = 0).
This creates two child nodes.
- Bounding: Include item 1: Remaining weight = 5, Bounding value
(considering remaining items with highest value/weight ratio) = 6 (item 1) +
5 (assuming item 4 fits) = 11.
- Exclude item 1: Remaining weight = 7, Bounding value = 0 (item 1 not
included) + 5 (considering remaining items) = 5.
 - Pruning: Since the bounding value for excluding item 1 (5) is lower than
the current best value (0), we prune that branch.
- Exploration: We proceed with the branch where item 1 is included. We
repeat steps 2-4 for item 2, then item 3, and so on, until all branches are
explored.
- Optimal Solution: Following the branching and pruning process, we find
that the optimal solution is to include items 1 and 3, with a total value of 6
(item 1) + 4 (item 3) = 10.

Conclusion
The Branch and Bound Algorithm is a powerful tool in computing and
problem-solving, providing an efficient method for searching for optimal solutions
in a variety of problems. By using this algorithm correctly, users can enhance
performance and achieve desired results in less time and with fewer resource
requirements.

References
[1] Aarts, E. H., & Lenstra, J. K. (1997). Local Search in Combinatorial
Optimization. Princeton University Press.
[2] Lawler, E. L., Lenstra, J. K., Rinnooy Kan, A. H., & Shmoys, D. B. (1985). The
Traveling Salesman Problem: A Guided Tour of Combinatorial Optimization. Wiley-
Interscience.
[3] Glover, F., & Kochenberger, G. A. (2006). Handbook of Metaheuristics. Springer.