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Applied Mathematical Sciences

Rafael Martí
Gerhard Reinelt

Exact and
Heuristic Methods
in Combinatorial
Optimization
A Study on the Linear Ordering and
the Maximum Diversity Problem
Second Edition
Applied Mathematical Sciences

Volume 175

Series Editors
Anthony Bloch, Department of Mathematics, University of Michigan, Ann Arbor,
MI, USA
C. L. Epstein, Department of Mathematics, University of Pennsylvania,
Philadelphia, PA, USA
Alain Goriely, Department of Mathematics, University of Oxford, Oxford, UK
Leslie Greengard, New York University, New York, NY, USA

Advisory Editors
J. Bell, Center for Computational Sciences and Engineering, Lawrence Berkeley
National Laboratory, Berkeley, CA, USA
P. Constantin, Department of Mathematics, Princeton University, Princeton, NJ,
USA
R. Durrett, Department of Mathematics, Duke University, Durham, CA, USA
R. Kohn, Courant Institute of Mathematical Sciences, New York University,
New York, NY, USA
R. Pego, Department of Mathematical Sciences, Carnegie Mellon University,
Pittsburgh, PA, USA
L. Ryzhik, Department of Mathematics, Stanford University, Stanford, CA, USA
A. Singer, Department of Mathematics, Princeton University, Princeton, NJ, USA
A. Stevens, Department of Applied Mathematics, University of Münster, Münster,
Germany
S. Wright, Computer Sciences Department, University of Wisconsin, Madison, WI,
USA

Founding Editor
F. John, New York University, New York, NY, USA
J. P. LaSalle, Brown University, Providence, RI, USA
L. Sirovich, Brown University, Providence, RI, USA
The mathematization of all sciences, the fading of traditional scientific boundaries,
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Rafael Martí Gerhard Reinelt
•

Exact and Heuristic Methods

in Combinatorial
Optimization
A Study on the Linear Ordering
and the Maximum Diversity Problem
Second Edition

123
Rafael Martí Gerhard Reinelt
Departamento de Estadística e Department of Computer Science
Investigación Operativa University of Heidelberg
Universitat de València Heidelberg, Germany
Valencia, Spain

ISSN 0066-5452 ISSN 2196-968X (electronic)

Applied Mathematical Sciences
ISBN 978-3-662-64876-6 ISBN 978-3-662-64877-3 (eBook)
https://doi.org/10.1007/978-3-662-64877-3
1st edition: © Springer-Verlag Berlin Heidelberg 2011
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To Mariola for her life, and to Mila for giving
life to her.
Rafa Martı́
Preface

Faced with the challenge of solving hard optimization problems that abound in the
real world, classical methods often encounter serious difficulties. Important applica-
tions in business, engineering or economics cannot be tackled by the solution meth-
ods that have been the predominant focus of academic research throughout the past
four decades. Exact and heuristic approaches are dramatically changing our ability
to solve problems of practical significance and are extending the frontier of prob-
lems that can be handled effectively. In this text we describe state-of-the-art opti-
mization methods, both exact and heuristic, for two difficult optimization problems:
the linear ordering problem (LOP), and the maximum diversity problem (MDP).
In this way, we provide the reader with the background, elements and strategies to
tackle a wide range of different combinatorial optimization problems.
The idea for writing the first edition of this book came up when the authors
met at the University of Valencia in 2005. While comparing our experiences with
regard to various aspects of the LOP, we realized that most of the optimization
technologies had been successfully applied to solve this problem. We also found that
there were only a small number of books covering all state-of-the-art optimization
methods for hard optimization problems (especially considering both exact methods
and heuristics together). We thought that the LOP would make an ideal example to
survey these methods applied to one problem and felt the time was ripe to embark
on the project of writing a monograph.
In this second edition, we performed a major revision of the book, to offer the
reader a wider approach to combinatorial optimization. In particular, we included a
second problem, the maximum diversity problem (MDP), to describe the optimiza-
tion methods covered in the book both in the LOP and in the MDP. Considering that
in the LOP solutions are usually represented with permutations, and in the MDP
with binary variables, the adaptation of the different optimization technologies to
these two problems, provide readers with more elements, tools, and search strate-
gies to create their own solving methods
This textbook is devoted to the LOP and the MDP, their origins, applications,
instances and especially to methods for their effective approximate or exact solution.
Our intention is to provide basic principles and fundamental ideas and reflect the
vii
viii Preface

state-of-the-art of heuristic and exact methods, thus allowing the reader to create his
or her personal successful applications of the solution methods. The book is meant
to be of interest for researchers and practitioners in computer science, mathematics,
operations research, management science, industrial engineering, and economics. It
can be used as a textbook on issues of practical optimization in a master’s course or
as a reference resource for engineering optimization algorithms.
To make the book accessible to a wider audience, it is to a large extent self-
contained, providing the reader with the basic definitions and concepts in optimiza-
tion. However, in order to limit the size of this monograph we have not included
extensive introductions. Readers interested in further details are referred to appro-
priate textbooks such as [4, 103, 129, 155, 156, 163].
The structure of this book is as follows. Chapter 1 provides an introduction to the
two problems and their applications, and describes the sets of benchmark instances
which we are using for our computational experiments and which have been made
publically available. Chapter 2 describes basic heuristic methods such as construc-
tion and local searches. Chapter 3 expands on Chapter 2 and covers meta-heuristics
in which the simple methods are now embedded in complex solution algorithms
based on different paradigms, such as evolution or learning strategies. Chapter 4
discusses branch-and-bound, the principal approach for solving difficult problems
to optimality. A special version based on polyhedral combinatorics, branch-and-cut,
is presented in Chapter 5. Chapter 6 deals in more detail with the linear ordering
polytope which is at the core of branch-and-cut algorithms. The book concludes
with Chapter 7, where a number of further aspects of the LOP and MDP, and poten-
tial issues for further research are described.
Rafael Martı́’s research was partially supported by the Ministerio de Ciencia e
Innovación of Spain (Grant Ref. PGC2018-0953322-B-C21 /MCIU/AEI/FEDER-
UE).
We are in debt to many people, but in particular to some very good friends and
colleagues who helped us to gain a deeper understanding of our two problems: Vi-
cente Campos, Thomas Christof, Angel Corberán, Abraham Duarte, Fred Glover,
Martin Grötschel, Michael Jünger, Manuel Laguna, Anna Martı́nez-Gavara, Fran-
cisco Parreño, and Mauricio Resende.

Valencia, Heidelberg, Rafael Martı́

September 2021 Gerhard Reinelt
Contents

1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 The Linear Ordering Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1.1 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1.2 The LOLIB Library of Benchmark Instances . . . . . . . . . . . . . 10
1.2 The Maximum Diversity Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.2.1 Diversity measures and models . . . . . . . . . . . . . . . . . . . . . . . . . 18
1.2.2 The MDPLIB Library of Benchmark Instances . . . . . . . . . . . 22

2 Heuristic Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.1.1 Assessing the Quality of Heuristics . . . . . . . . . . . . . . . . . . . . . 29
2.2 Construction Heuristics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.2.1 Early LOP Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.2.2 Reconstruction in the MDP . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
2.2.3 General Insertions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
2.2.4 Numerical Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
2.3 Local Search . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
2.3.1 Insertions in permutation problems . . . . . . . . . . . . . . . . . . . . . 39
2.3.2 Exchanges in binary problems . . . . . . . . . . . . . . . . . . . . . . . . . 41
2.3.3 LOP methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
2.4 Multi-Start Procedures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.4.1 Variants of Multi-Start . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.4.2 Numerical Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 48

3 Meta-Heuristics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
3.2 GRASP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 61
3.2.1 Construction Phase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
3.2.2 Improvement Phase . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68
3.3 Strategic Oscillation and Iterated Greedy . . . . . . . . . . . . . . . . . . . . . . . 73
3.4 Tabu Search . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 75

ix
x Contents

3.4.1 Short Term Memory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76

3.4.2 Long Term Memory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
3.5 Simulated Annealing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
3.6 Variable Neighborhood Search . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 87
3.6.1 VNS implementations for the LOP . . . . . . . . . . . . . . . . . . . . . . 88
3.6.2 VNS implementations for the MDP . . . . . . . . . . . . . . . . . . . . . 94
3.7 Scatter Search . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
3.7.1 Reference Set Creation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 98
3.7.2 Reference Set Update . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
3.7.3 Reference Set Rebuild . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
3.8 Genetic and Memetic Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 109
3.9 Matheuristics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
3.10 Experiments with the LOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
3.11 Experiments with the MDP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 121

4 Branch-and-Bound . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
4.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 125
4.2 Branch-and-Bound with Partial Orderings for the LOP . . . . . . . . . . . 127
4.3 Lexicographic Search . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 129
4.4 Extension of Lexicographic Search to Branch-and-Bound . . . . . . . . . 129
4.5 Branch-and-Bound with Lagrangean Relaxation . . . . . . . . . . . . . . . . . 131
4.6 Improved MDP formulations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
4.7 Branch-and-Bound with Partial Selections for the MDP . . . . . . . . . . 138

5 Branch-and-Cut for the LOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143

5.1 Integer Programming . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
5.2 Cutting Plane Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
5.3 Branch-and-Cut with 3-Dicycle Cuts . . . . . . . . . . . . . . . . . . . . . . . . . . 149
5.3.1 Solving the 3-Diycle Relaxation . . . . . . . . . . . . . . . . . . . . . . . . 149
5.3.2 An LP Based Heuristic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 150
5.3.3 Computational Results with 3-Dicycles . . . . . . . . . . . . . . . . . . 151
5.4 Generation of Further Cuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
5.4.1 Chvátal-Gomory Cuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
5.4.2 Maximally Violated Mod-k Cuts . . . . . . . . . . . . . . . . . . . . . . . 154
5.4.3 Mod-2 Cuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
5.5 Implementation of Branch-and-Cut . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
5.5.1 Initialization . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
5.5.2 Active Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
5.5.3 Local Upper Bound . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
5.5.4 Branching . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
5.5.5 Fixing and Setting of Variables . . . . . . . . . . . . . . . . . . . . . . . . . 158
5.5.6 Logical Implications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
5.5.7 Selection of Nodes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 158
5.5.8 Lower Bounds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
5.5.9 Separation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
Contents xi

5.5.10 Elimination of Constraints . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159

5.5.11 Constraint Pool . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
5.5.12 Pricing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
5.5.13 Infeasible LPs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
5.5.14 Addition of Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161
5.6 Some Computational Results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 161

6 The Linear Ordering Polytope . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167

6.1 Polyhedral Combinatorics and Basic Results . . . . . . . . . . . . . . . . . . . . 167
6.2 Facets of the Linear Ordering Polytope . . . . . . . . . . . . . . . . . . . . . . . . 170
6.3 Computation of Complete Descriptions . . . . . . . . . . . . . . . . . . . . . . . . 176
6.4 Differences between Facets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 180
6.5 Separation of Small Facets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 185
6.6 Computational Experiments with Small Facets . . . . . . . . . . . . . . . . . . 189
6.6.1 Comparison of Heuristics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
6.6.2 Cutting Plane Selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
6.6.3 Number of Classes Taken into Account . . . . . . . . . . . . . . . . . . 190
6.6.4 Facet Selection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191
6.7 Local Cuts and Target Cuts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 191

7 Further Aspects . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195

7.1 Approximative Algorithms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
7.2 Integrality Gaps of LP Relaxations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
7.3 Degree of Linearity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 196
7.4 Semidefinite Relaxations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
7.5 Context Independent Solvers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 202
7.6 Difficulty of LOP Instances . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 204
7.7 Multiple Optimal Rankings . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 206
7.8 Sparse Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
7.9 A Simple Dual Heuristic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 208
7.10 Future Research on the LOP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
7.11 Extensions of the MDP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 213

References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217

Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225
Chapter 1
Introduction

Abstract This chapter introduces the basic definitions, main elements, applications,
and instances of two optimization problems, the linear ordering problem (LOP), and
the maximum diversity problem (MDP). We will use them in the next chapters to
describe heuristics, meta-heuristics and exact approaches, and to report our experi-
ments.
The LOP is one of the classical combinatorial optimization problems which
was already classified as NP-hard in 1979 by Garey and Johnson [64]. It has re-
ceived considerable attention in various application areas ranging from archeology
and scheduling to economics. Solution methods for the LOP have been proposed
since 1958, when Chenery and Watanabe outlined some ideas on how to obtain so-
lutions for this problem. The interest in this problem has continued over the years,
resulting in the book [143] and many recent papers in scientific journals. This chap-
ter surveys the main LOP applications and benchmark library of instances LOLIB.
The challenge of maximizing the diversity of a collection of points arises in
a variety of settings, from location to genetics. The growing interest of dealing
with diversity translated into mathematical models and computer algorithms in
the late eighties, when Michael Kuby studied dispersion maximization in general
graphs [54]. The MDP is the first model proposed and the most studied to deal with
diversity, and was classified as NP-hard. Many optimization methods have been
proposed to obtain efficient solutions to this problem, which makes it especially
convenient as an illustrative example in this book. This chapter surveys the differ-
ent models proposed to maximize diversity, their applications, and the benchmark
library of instances MDPLIB.

1.1 The Linear Ordering Problem

In its graph version the LOP is defined as follows. Let Dn = (Vn , An ) denote the com-
plete digraph on n nodes, i.e., the directed graph with node set Vn = {1, 2, . . . , n} and
the property that for every pair of nodes i and j there is an arc (i, j) from i to j and

© Springer-Verlag GmbH Germany, part of Springer Nature 2022 1

R. Martí and G. Reinelt, Exact and Heuristic Methods in
Combinatorial Optimization, Applied Mathematical Sciences 175,
https://doi.org/10.1007/978-3-662-64877-3_1
2 1 Introduction

an arc ( j, i) from j to i. A tournament (or spanning tournament) T in An consists of

a subset of arcs containing for every pair of nodes i and j either arc (i, j) or arc ( j, i),
but not both. A (spanning) acyclic tournament is a tournament without directed cy-
cles, i.e., not containing an arc set of the form {(v1 , v2 ), (v2 , v3 ), . . . , (vk , v1 )} for
some k > 1 and distinct nodes v1 , v2 , . . . , vk .
A linear ordering of the nodes {1, 2, . . . , n} is a ranking of the nodes given as
linear sequence, or equivalently, as a permutation of the nodes. We denote the lin-
ear ordering that ranks node v1 first, v2 second, etc., and vn last by hv1 , v2 . . . , vn i
and write vi ≺ v j if node vi is ranked before node v j . If σ denotes a linear order-
ing, then σ (i) gives the position of node i in this ordering. We will also consider
partial orderings where only a subset of the nodes is ranked or only some pairs are
compared.
It is easy to see that an acyclic tournament T in An corresponds to a linear or-
dering of the nodes of Vn and vice versa: the node ranked first is the one without
entering arcs in T , the node ranked second is the one with one entering arc (namely
from the node ranked first), etc., and the node ranked last is the one without leaving
arcs in T .
Usually, ordering relations are weighted and we have weights ci j giving the ben-
efit or cost resulting when node i is ranked before node j or, equivalently, when
the arc (i, j) is contained in the acyclic tournament. The (weighted) linear ordering
problem is defined as follows.

Linear ordering problem

Given the complete directed graph Dn = (Vn , An ) with arc weights ci j
for every pair i, j ∈ Vn , compute a spanning acyclic tournament T in An
such that ∑(i, j)∈T ci j is as large as possible.

Alternatively, the LOP can be defined as a matrix problem, the so-called trian-
gulation problem.

Triangulation problem
Let an (n, n)-matrix H = (Hi j ) be given. Determine a simultaneous per-
mutation of the rows and columns of H such that the sum of superdiag-
onal entries becomes as large as possible.

Obviously, by setting arc weights ci j = Hi j for the complete digraph Dn , the trian-
gulation problem for H can be solved as a linear ordering problem in Dn . Conversely,
a linear odering problem for Dn can be transformed to a triangulation problem for
an (n, n)-matrix H by setting Hi j = ci j and the diagonal entries Hii = 0.
Consider as an example the (5,5)-matrix
1.1 The Linear Ordering Problem 3
 
0 16 11 15 7
21 0 14 15 9
 
H =
26 23 0 26 12.
22 22 11 0 13
30 28 25 24 0

The sum of its superdiagonal elements is 138. An optimum triangulation is ob-

tained if the original numbering (1, 2, 3, 4, 5) of the rows and columns is changed to
(5, 3, 4, 2, 1), i.e., the original element H12 becomes element Hσ (1)σ (2) = H̃54 in the
permuted matrix. Thus the optimal triangulation of H is
 
0 25 24 28 30
12 0 26 23 26
 
H̃ = 
13 11 0 22 22 .

 9 14 15 0 21
7 11 15 16 0

Now the sum of superdiagonal elements is 247.

1.1.1 Applications

We review some of the many applications of the linear ordering problem.

Equivalent Graph Problems

The acyclic subdigraph problem (ASP) is defined as follows. Given a directed graph
D = (V, A) with arc weights di j , for all (i, j) ∈ A, determine a subset B ⊆ A which
contains no directed cycles and has maximum weight d(B) = ∑(i, j)∈B di j .
It can easily be seen that this problem is equivalent to the LOP. For a given ASP
define a LOP on Dn , where n = |V |, by setting for 1 ≤ i, j ≤ n, i 6= j:
(
max{0, di j }, if (i, j) ∈ A,
ci j =
0, otherwise.

If T is a tournament of maximum weight, then B = {(i, j) ∈ T ∩ A | ci j > 0} is an

acyclic subdigraph of D of maximum weight. In the opposite direction, by adding a
suitably large constant, we can transform a given LOP into an equivalent one where
all weights are strictly positive. Then an acyclic subdigraph of maximum weight is
a tournament.
The feedback arc set problem (FBAP) in a weighted digraph D = (V, A) consists
of finding an arc set B of minimum weight such that A \ B is acyclic, i.e., such that
B is a so-called feedback arc set intersecting every dicycle of D. Obviously, FBAP
and ASP are equivalent because they are complementary questions.
4 1 Introduction

Fig. 1.1 shows a digraph on 9 nodes where the arcs of a minimum feedback arc
set are drawn as dotted lines. If the six arcs of the feedback arc set are removed, we
obtain an acyclic arc set.

Fig. 1.1 A digraph with

minimum feedback arc set

Related Graph Problems

There are some further problems dealing with acyclic subdigraphs. The node in-
duced acyclic subdigraph problem asks for a node set W ⊆ V such that the subdi-
graph (W, A(W )) is acyclic. (Here A(W ) denotes the set of arcs with both end nodes
in W .) The problem can be defined either with node weights d, and d(W ) is to be
maximized, or with arc weights c where c(A(W )) has to be maximum. Analogously,
the feedback node set problem is to find a set W ⊆ V such that (V \W, A(V \W )) is
acyclic. Here, sums of node weights or arc weights have to be minimized.
The request that solution digraphs have to be node induced adds a further com-
plexity. These problems cannot be transformed to a pure linear ordering problem
and are even more difficult.

Aggregation of Individual Preferences

Linear ordering problems may occur whenever rankings of some objects are to
be determined. Consider for example the following situation. A set of n objects
O1 , O2 , . . . , On is given which have to be rated by m persons according to their in-
dividual preferences. Then a ranking of these objects is to be found which reflects
these single rankings as closely as possible. The first question to be answered is
how the individual rankings can be obtained. One solution is a pairwise comparison
experiment. For any pair Oi and O j , 1 ≤ i < j ≤ n, of objects each person decides
whether Oi should be preferred to O j or vice versa. The results of these m n2 com-

parisons are stored in an (n, n)-matrix H = (Hi j ) where Hi j = number of persons

preferring object Oi to object O j . A ranking of these objects which infers as few
Discovering Diverse Content Through
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THE LAST OF THE COGNAC. © 1920.
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THE LAST OF THE DUANES. 1924. 7 reels.
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THE LAST OF THE DUANES. 1930. 6 reels, sd.
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THE LAST OF THE LONE WOLF. 1930. 7 reels. From the story by
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assistant director, C. C. Coleman; adaptation, John T. Neville;
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THE LAST OF THE MOE HIGGINS. 1931. 892 ft., sd.
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THE LAST OF THE MOHICANS. 1920. 6 reels. From the story by
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THE LAST OF THE MOHICANS. Presented by Harry M. Goetz.
Released thru United Artists. 1936. 10 reels, sd. Adapted from
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THE LAST OF THE MORGANS. Laemmle. 1916. 2 reels. From a
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LAST OF THE PAGANS. 1935. 8 reels, sd., b&w.
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THE LAST OUTLAW. 1919. 2 reels.
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THE LAST OUTLAW. Presented by Adolph Zukor and Jesse L.
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THE LAST OUTLAW. 1936. 8 reels, sd.
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THE LAST OUTPOST. Presented by Adolph Zukor. 1935. 8 reels, sd.
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THE LAST REBEL. 1915. 2,000 ft.
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THE LAST SCENE OF ALL. 1913. 1 reel.
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THE LAST SENTENCE. 1916. 5 reels. Adapted from the book by
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 Her Sweetheart.
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LATHERED TRUTH. Victor. 1916. 2 reels.
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LATIN HI-HATTIN. Mentone. 1938. 2 reels, sd.
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THE LAUGH BACK. (Red Star Comedy) 1930. 2 reels.
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LAUGH CLOWN LAUGH. 1928. 8 reels, sd., b&w. From the play by
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 © Metro-Goldwyn-Mayer Distributing Corp.; 14Apr28; LP25214.
LAUGH IT OFF. 1931. 1 reel, sd.
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THE LAUGH OF SCORN. Big U. 1916. 1 reel.
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A LAUGH OR TWO. SEE Brown & Whitaker.
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LAUGHING AT FATE. (Adventures of the Newsreel Cameraman)
1937. 1 reel, sd.
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LAUGHING AT TROUBLE. 1936. 5,880 ft., sd. Based on a play by
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LAUGHING BILL HYDE. 1918. 6 reels. From the story by Rex
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LAUGHING BOY. 1934. 8 reels, sd. From the novel by Oliver La
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LAUGHING GAS. Century. 1920. 2 reels.
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LAUGHING GAS. 1922. 2 reels.
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LAUGHING GAS. Presented by Samuel V. Grand. 1923. 2 reels.
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 © Grand-Asher Distributing Corp.; 19Nov23; LP19626.
LAUGHING GAS. (A Flip the Frog Cartoon) 1931. 1 reel.
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LAUGHING GRAVY. 1931. 2 reels, sd., b&w.
Credits: Director, James W. Horne; dialogue, H. M. Walker;
editor, Richard Currier.
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LAUGHING IRISH EYES. 1936. 8 reels, sd.
Credits: Supervision, Colbert Clark; director, Joseph Santley;
original story, Sidney Sutherland, Wallace Sullivan; screenplay,
Olive Cooper, Ben Ryan, Stanley Rauh; film editor, Murray
Seldeen; music supervision, Harry Grey; music and lyrics, Sam
Stept, Sidney Mitchell.
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LAUGHING LADIES. © 1925.
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THE LAUGHING LADY. 1929. 8 reels, sd. From the play by Alfred
Sutro.
Credits: Director, Victor Schertzinger; adaptation, Bartlett
Cormack, Arthur Richman.
© Paramount Famous Lasky Corp.; 27Dec29; LP949.
THE LAUGHING LADY. SEE A Society Scandal.
LAUGHING SINNERS. 1931. 8 reels, sd., b&w. Adapted from the
play "Torch Song" by Kenyon Nicholson.
Credits: Director, Harry Beaumont; additional dialogue, Edith
Fitzgerald; continuity, Bess Meredyth; film editor, George Hively.
© Metro-Goldwyn-Mayer Distributing Corp.; 3Jun31; LP2276.
LAUGHING WITH JOHN P. MEDBURY AMONG THE NORDICKS. (A
Walter Futter Novelty) Columbia. 1934. 1 reel, sd.
Credits: Producer, Walter A. Futter; written and spoken by John
P. Medbury.
© The Futter Corp., Ltd.; 17Feb34; MP4581.
LAUGHING WITH JOHN P. MEDBURY AT STRANGE
CHAMPIONSHIPS. (A Walter Futter Novelty) Columbia. 1935. 1
reel, sd.
Credits: Producer, Walter A. Futter; written and spoken by John
P. Medbury.
© The Futter Corp., Ltd.; 13Jul35; MP5748.
LAUGHING WITH JOHN P. MEDBURY IN AFRICA. (Walter Futter's
Travelaughs, C-224) Presented by Columbia Pictures Corp. 1931.
1 reel, sd.
Credits: Producer, Walter A. Futter; written and spoken by John
P. Medbury; film editor, David Miller.
© WAFilms, Inc.; 28Dec31; MP2994.
LAUGHING WITH JOHN P. MEDBURY IN HOLLYWOOD. 1935. 1
reel, sd.
Credits: Producer, Walter A. Futter; written and spoken by John
P. Medbury.
© The Futter Corp., Ltd.; 12Jan35; MP5280.
LAUGHING WITH JOHN P. MEDBURY IN INDIA. (A Walter Futter
Novelty) Columbia. 1934. 1 reel, sd.
Credits: Producer, Walter A. Futter; written and spoken by John
P. Medbury.
© The Futter Corp., Ltd.; 13Apr34; MP4708.
LAUGHING WITH JOHN P. MEDBURY IN MOROCCO. (A Walter
Futter Novelty) Columbia. 1933. 1 reel, sd.
 Credits: Producer, Walter A. Futter; written and spoken by John
P. Medbury.
© Futter Corp., Ltd.; 8Oct33; MP4335.
LAUGHING WITH JOHN P. MEDBURY IN SOUTH AMERICA. 1933. 1
reel, sd.
Credits: Written and spoken by John P. Medbury.
© The Futter Corp., Ltd.; 18Dec33; MP4467.
LAUGHING WITH JOHN P. MEDBURY IN THE OLD DAYS. (Walter
Futter Novelty) Columbia. 1935. 1 reel, sd.
Credits: Producer, Walter A. Futter; written and spoken by John
P. Medbury.
© The Futter Corp., Ltd.; 8Apr35; MP5524.
LAUGHING WITH JOHN P. MEDBURY IN THE ORIENT. 1933. 1 reel,
sd.
Credits: Written and spoken by John P. Medbury.
© The Futter Corp., Ltd.; 5Nov33; MP4377.
LAUGHING WITH MEDBURY IN ABYSSINIA. (Walter Futter's
Travelaughs) 1932. 1 reel.
Credits: Producer, Walter Futter; written and spoken by John P.
Medbury; film editor, David Miller.
© WAFilms, Inc.; 31Mar32; MP3222.
LAUGHING WITH MEDBURY IN MANDALAY. (Walter Fuller's
Travelaughs) 1932. 1 reel.
Credits: Producer, Walter A. Futter; written and spoken by John
P. Medbury; film editor, David Miller.
© WAFilms, Inc.; 3Jun32; MP3343.
LAUGHING WITH MEDBURY IN RENO. (Walter Futter's Travelaugh)
1931. 1 reel, sd.
 Credits: Producer, Walter Futter; written and spoken by J. P.
Medbury; film editor, David Miller.
© WAFilms, Inc.; 14Jul31; MP2687.
LAUGHS AND FLASHES. © 1937-38.
© Chevrolet Motor Co. 1937.
5. © title, descr. & 715 prints, 11Feb37; MU7157.
6. © title, descr. & 988 prints, 11Feb37; MU7156.
© title, descr. & 583 prints, 13Apr37; MU7334.
© Jamison Handy.
Volume 4, 1938.
1. © title, descr. & 132 prints, 23Mar38; MU8264.
LAUGHS IN THE LAW. (Pepper Pot, no. 4) 1933. 1 reel.
Credits: Director, Joseph Henabery; compiled by Dick Hyman.
© The Vitaphone Corp.; 20Oct33; MP4345.
LAUGHTER. 1930. 8 reels.
Credits: Director, H. D'Abbadie D'Arrast; story, H. D'Abbadie
D'Arrast, Douglas Doty; dialogue, Donald Ogden Stewart.
© Paramount Publix Corp.; 24Oct30; LP1686.
LAUGHTER IN HELL. 1933. 7 reels.
Credits: Director, Edward L. Cahn; story, Jim Tully; screenplay,
Tom Reed.
© Universal Pictures Corp.; 5Jan33; LP3539.
THE LAUNDRY. Big V. Presented by Albert E. Smith. 1920. 2 reels.
Credits: Written and directed by Charles Riesner.
© The Vitagraph Co. of America; 15Jul20; LP15368.
LAUNDRY BLUES. 1930. 1 reel, sd.
 Credits: John Foster, Mannie Davis.
© Pathe Exchange, Inc.; 17Aug30; MP1875.
THE LAUNDRY MAN. (Fables, no. 387) 1928. 1 reel.
© Pathe Exchange, Inc.; 26Oct28; MP5495.
A LAUNDRY MIX-UP. © 1917.
© Cleveland Comedies Co. (John Ray, author); title & descr.,
25Jul17; 56 prints, 13Jul17; LU11136.
THE LAUREL-HARDY MURDER CASE. Presented by Hal Roach.
1930. 3 reels, sd., b&w.
Credits: Director, James Parrott; dialogue, H. M. Walker; editor,
Richard Currier.
© Metro-Goldwyn-Mayer Distributing Corp.; 16Jul30; LP1419.
THE LAUREL OF TEARS. 1915. 3 reels.
© Biograph Co.; 3Nov15; LP6861.
THE LAURELS AND THE LADY. SEE
Fools Paradise.
The Magnificent Lie.
THE LA VALLES IN A SPANISH SERENADE. 1928. 1 reel, sd.
© Vitaphone Corp.; 4Feb28; MP4705.
THE LAVENDER BATH LADY. 1922. 5 reels.
Credits: Director, King Baggot; story, Shannon Fife; scenario,
George Randolph Chester, Doris Schroeder.
© Universal Film Mfg. Co., Inc.; 26Oct22; LP18341.
LAVINIA COMES HOME. Laemmle. 1916. 2 reels.
Credits: Producer, William C. Dowlan; story, Isabel Ostrander;
scenario, Leonora Ainsworth.
© Universal Film Mfg. Co., Inc.; 1Mar16; LP7744.
THE LAW AND HIS SON. © 1913.
© Biograph Co. (George A. Posner, author); title, descr. & 47
prints, 19Sep13; LU1265.
LAW AND JUSTICE. Big U. 1917. 1 reel.
© Universal Film Mfg. Co., Inc.; 3Jul17; LP11044.
LAW AND ORDER. 1917. 2 reels. Based on a story by O. Henry
[pseud. of William Sydney Porter].
Credits: Director, David Smith; adaptation, Harry Southwell.
© Broadway Star Features Co., Inc.; 19Oct17; LP11630.
LAW AND ORDER. © 1921.
© Pathe Exchange, Inc. (Hal E. Roach, author); title, descr. & 20
prints, 12Oct21; LU17084.
LAW AND ORDER. 1932. 7 reels. From the novel by William R.
Burnett.
Credits: Director, Edward L. Cahn; screenplay, Tom Reed;
adaptation and dialogue, John Huston.
© Universal Pictures Corp.; 20Jan32; LP2783.
THE LAW AND THE OUTLAW. Pts. 1 & 2. © 1913.
Credits: Producer, William Duncan.
© Selig Polyscope Co. (Tom Mix & U. E. Hungerford, authors);
pt. 1, title, descr. & 32 prints; LU815; pt. 2, title, descr. & 28
prints, 7Jun13; LU816.
THE LAW AND THE WOMAN. 1921. 7 reels. From the play "The
Woman in the Case" by Clyde Fitch.
Credits: Director, Penryhn Stanlaws; scenario, Albert S. Le Vino.
© Famous Players-Lasky Corp.; 14Dec21; LP17376.
LAW BEYOND THE RANGE. 1935. 6 reels, sd.
 Credits: Director, Ford Beebe; story and screenplay, Lambert
Hillyer; film editor, Ray Snyder.
© Columbia Pictures Corp.; 3Feb35; LP5307.
THE LAW BRINGERS. SEE The Eternal Struggle.
THE LAW COMES TO TEXAS. 1939. 6 reels, sd.
Credits: Director, Joseph Levering; original screenplay, Nate
Gatzert; film editor, Dwight Caldwell; music, Lee Zahler.
© Columbia Pictures Corp. of California, Ltd.; 15Mar39; LP8729.
THE LAW DECIDES. 1916. 7 reels.
Credits: Directors, M. Bertsch, P. S. Earle.
© The Vitagraph Co. of America (Marguerite Bertsch, author);
19Apr16; LP8121.
LAW FOR TOMBSTONE. 1937. 6 reels, sd.
Credits: Producer, Buck Jones; director, Charles Jones; story,
Charles M. Martin; screenplay, Frances Guihan.
© Universal Pictures Co., Inc.; 29Sep37; LP7446.
THE LAW FORBIDS. Universal-Jewel. 1924. 6 reels.
Credits: Director, Jesse Robbins; story, Bernard McConville.
© Universal Pictures Corp.; 21Jan24; LP19844.
THE LAW IN HER HANDS. First National. 1936. 6 reels, sd.
Credits: Director, William Clemens; original story, George Bricker;
screenplay, George Bricker, Luci Ward.
© Warner Bros. Pictures, Inc.; 27Apr36; LP6318.
LAW IN THE SADDLE. (Ted Carson North Western Mounted Series)
1930. 2 reels.
Credits: Director, Josef Levigard; story and continuity, Basil
Dickey.
 © Universal Pictures Corp.; 9May30; LP1305.
THE LAW OF COMPENSATION. © 1913.
© Ambrosio American Co. (A. Ambrosio, author); title, descr. &
47 prints, 13Dec13; LU1791.
THE LAW OF COMPENSATION. 1927. 6 reels.
Credits: Wilson Mizner; directors, Julius Steger, Joseph A.
Golden; scenario, Edna G. Riley.
© Norma Talmadge Film Corp.; 3Apr17; LP10503.
THE LAW OF FEAR. 1928. 4,769 ft.
Credits: Director, Jerome Storm; story, William Francis Dugan;
screenplay, Ethel Hill.
© F. B. O. Productions, Inc.; 12Mar28; LP25054.
THE LAW OF LIFE. Imp. 1915. 3 reels.
© Universal Film Mfg. Co., Inc.; 31Dec15; LP7332.
THE LAW OF LOVE. 1915. 2 reels.
Credits: Director, J. Farrell Macdonald.
© Biograph Co.; 3Aug15; LP5999.
THE LAW OF LOVE. Victor. 1915. 1 reel.
Credits: Director, Harry C. Myers.
© Universal Film Mfg. Co., Inc.; 19Mar15; LP4759.
THE LAW OF MEN. 1919. 5 reels.
Credits: Supervision, Thomas H. Ince; director, Fred Niblo; story,
John Lynch; scenario, Ella Stuart Carson.
© Thos. H. Ince Corp.; 10Apr19; LP13607.
THE LAW OF THE BORDER. (Young Buffalo Series, no. 3) © 1920.
© Pathe Exchange, Inc. (William Addison Lathrop, author); title,
descr. & 40 prints, 28Aug20; LU15469.
THE LAW OF THE LAND. Paramount Pictures. 1917. 5 reels. Based
on the play by George Broadhurst.
Credits: Director, Maurice Tourneur.
© Jesse L. Lasky Feature Play Co.; 3Aug17; LP11210.
THE LAW OF THE LAWLESS. 1923. 7 reels. From the Pictorial
Review story by Konrad Bercovici.
Credits: Director, Victor Fleming; adaptation, E. Lloyd Sheldon,
Edfrid Bingham.
© Famous Players-Lasky Corp.; 30May23; LP19074.
THE LAW OF THE NORTH. 1917. 5 reels.
Credits: Scenario, Edward H. Griffith.
© Thomas A. Edison, Inc.; 21Mar17; LP10423.
THE LAW OF THE NORTH. Paramount. Presented by Thomas H.
Ince. 1918. 5 reels.
Credits: Director, Irvin V. Willat; story, John Lynch.
© Thomas H. Ince Corp.; 10Sep18; LP12849.
THE LAW OF THE NORTH. Mustang. 1926.
Credits: Director, George Hunter; story, Arthur Henry Gorden.
© Universal Pictures Corp.; 17Sep26; LP23131.
THE LAW OF THE OPEN. Powers. 1915. 1 reel.
Credits: Scenario and production, Sydney Ayres.
© Universal Film Mfg. Co., Inc.; 25Mar15; LP4820.
LAW OF THE PAMPAS. 1939. 8 reels, sd. Based on characters
created by Clarence E. Mulford.
Credits: Producer, Harry Sherman; director, Nate Walt; original
story and screenplay, Harrison Jacobs.
© Paramount Pictures, Inc.; 3Nov39; LP9214.
LAW OF THE PLAINS. 1938. 6 reels, sd.
Credits: Director, Sam Nelson; original screenplay, Maurice
Geraghty; film editor, Gene Havlick; music director, Morris
Stotoff.
© Columbia Pictures Corp. of California, Ltd.; 3May38; LP8005.
THE LAW OF THE RANGE. 1928. 6 reels, sd., b&w.
Credits: Producer and director, William Nigh; story, Norman
Houston; scenario, Richard Schayer; film editor, Dan Sharits.
© Metro-Goldwyn-Mayer Distributing Corp.; 21Jan28; LP25183.
LAW OF THE RANGER. 1937. 6 reels, sd.
Credits: Director, Spencer Gordon Bennet; story, Jesse A. Duffy,
Joseph Levering; screenplay, Nate Gatzert; film editor, Dwight
Caldwell.
© Columbia Pictures Corp. of Calif., Ltd.; 26Jan37; LP6877.
LAW OF THE TEXAN. Coronet Pictures, Inc. 1938. 6 reels, sd.
Credits: Producer, Monroe Shaff; director, Elmer Clifton; original
story and screenplay, Monroe Shaff, Arthur Hoerl; film editor,
Charles Hunt.
© Columbia Pictures Corp. of California, Ltd.; 17Oct38; LP8355.
LAW OF THE UNDERWORLD. 1938. 7 reels, sd. From the story
"The Lost Game" and the Al H. Woods stage production by John
B. Hymer and Samuel Shipman.
Credits: Producer, Robert Sisk; director. Lew Landers; screenplay,
Bert Granet, Edmund L. Hartmann; editor, Ted Cheesman.
© RKO Radio Pictures, Inc.; 4May38; LP8042.
LAW OF THE WEST. 1932. 6 reels, sd.
Credits: Producer, Trem Carr; story, adaptation, and direction,
Robert N. Bradbury.