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Lecture 01 (03-01-2025)

The document outlines the first lecture of the MTL770: Combinatorial Optimization course, focusing on optimization problems defined as pairs of feasible regions and cost functions. It discusses various types of optimization problems, including combinatorial and continuous optimization, and their interrelations, particularly linear programming and its applications. Specific examples such as the Traveling Salesman Problem, Minimum Spanning Tree, and Matching Problem are provided, along with an introduction to convex functions and their significance in optimization.

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8 views4 pages

Lecture 01 (03-01-2025)

The document outlines the first lecture of the MTL770: Combinatorial Optimization course, focusing on optimization problems defined as pairs of feasible regions and cost functions. It discusses various types of optimization problems, including combinatorial and continuous optimization, and their interrelations, particularly linear programming and its applications. Specific examples such as the Traveling Salesman Problem, Minimum Spanning Tree, and Matching Problem are provided, along with an introduction to convex functions and their significance in optimization.

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MTL770: Combinatorial Optimization 2nd Semester, 2024-2025

Lecture 1 — 03/01/2025
Lecturer: Prof Minati De Scribe: Team 1

Team Members

• Keshav Rai (2022MT61968)

• Vatsal Sejpal (2022MT11926)

• Siddharth Saini (2022MT11283)

1 Optimization Problems

An optimization problem is defined as a pair (F, C), where:

• F : The feasible region, the set of all possible solutions that satisfy the problem’s constraints.

• C: The cost function, a mapping C : F → R that assigns a numerical value to each feasible
solution.

The goal is to find f ∈ F that either minimizes or maximizes C(f ), which is called the optimal
solution.

1.1 Types of Optimization Problems

1. Combinatorial Optimization:

• F is finite or countably infinite.


• Examples: Traveling Salesman Problem (TSP), Minimum Spanning Tree (MST), Match-
ing Problems.

2. Continuous Optimization:

• F is a subset of a continuous space, such as Rn .


• Techniques like calculus and convex analysis are used.

1.2 Relations Between Optimization Problems

Optimization problems are interconnected in many ways, and understanding these relationships is
crucial in solving them effectively:

1
• Linear Programming (LP):
– LP involves linear cost functions and linear constraints. The feasible region is a polyhe-
dron.
– LP forms the basis for many combinatorial optimization problems since it provides a
relaxation that can be solved efficiently using algorithms like the simplex method or
interior-point methods.
• Integer Linear Programming (ILP):
– ILP is a variant of LP where the variables are restricted to integer values.
– ILP is NP-complete, unlike LP, which is solvable in polynomial time. Many combina-
torial problems, like the Traveling Salesman Problem, are modeled as ILPs.
• Flow Problems:
– Flow problems, such as maximum flow or minimum cost flow, are LP problems where
the constraints represent flow conservation in a graph.
– These problems are foundational for network optimization and are solvable efficiently
using combinatorial algorithms.
• Matching Problems:
– Matching problems, particularly in bipartite graphs, can often be reduced to LP or flow
problems.
– Algorithms like the Hungarian method for maximum weight matching rely on LP relax-
ations.
• Nonlinear Programming (NLP):
– NLP generalizes LP to allow nonlinear cost functions or constraints.
– Convex NLP is particularly well-studied since it guarantees global optimality under
certain conditions, while non-convex NLP often requires heuristics or local search.

1.3 Linear Programming as a Combinatorial Optimization Problem

Linear programming (LP) problems are defined as:


max cT x subject to Ax = b, x ≥ 0,
where x ∈ Rn is the decision variable, A ∈ Rm×n is a constraint matrix, b ∈ Rm is a vector of
constraints, and c ∈ Rn is the cost vector.
Although F (the feasible region) is continuous, LP is combinatorial because:

• The optimal solution lies at the vertices of the polytope formed by the constraints.
• These vertices are the intersection points of hyperplanes, which are countable.

The simplex algorithm exploits this property by navigating these vertices to find the optimal solu-
tion.

2
1.4 Examples of Optimization Problems

1. Traveling Salesman Problem (TSP):

• Definition: The Traveling Salesman Problem (TSP) is defined on a set of n cities,


where the goal is to find the shortest possible route that visits each city exactly once
and returns to the starting city. The problem is often represented as a complete weighted
graph G = (V, E), where V is the set of n vertices (representing cities) and E is the set
of edges (representing paths between cities) with associated weights (distances or costs).
• F : The set of all possible cyclic permutations π of the n cities.
• C: The total distance of the tour, calculated as:
n
X
C(π) = dπ(i),π(i+1) ,
i=1

where dπ(i),π(i+1) represents the distance between the cities π(i) and π(i + 1), and π(n +
1) = π(1) ensures the tour is closed.

2. Minimum Spanning Tree (MST):

• Definition: The Minimum Spanning Tree (MST) problem is defined on a connected,


undirected graph G = (V, E) with n vertices and m edges. Each edge e ∈ E has a
non-negative weight w(e) representing the cost of including the edge in the tree. The
goal is to find a spanning tree T ⊆ E that connects all vertices in V with the minimum
total edge weight.
• F : The set of all spanning trees T of the graph G.
• C: The total weight of the edges in the spanning tree, calculated as:
X
C(T ) = w(e),
e∈T

where w(e) is the weight of edge e.

3. Matching Problem:

• Definition: The Matching Problem is defined on an undirected graph G = (V, E),


where V is the set of vertices and E is the set of edges. A matching M ⊆ E is a
set of edges such that no two edges in M share a common vertex. The goal is to find
a matching with certain properties, such as maximizing the total weight or finding a
perfect matching (where every vertex is incident to exactly one edge in the matching).
• F : The set of all matchings M in the graph G.
• C: The total weight of the edges in the matching, calculated as:
X
C(M ) = w(e),
e∈M

where w(e) is the weight of edge e.

3
1.5 Convex Functions and Optimization

Convex Function: A function f : Rn → R is convex if:

f (λx + (1 − λ)y) ≤ λf (x) + (1 − λ)f (y), ∀x, y ∈ Rn , λ ∈ [0, 1].

This means that the line segment between any two points on the graph of f lies above or on the
graph.
Convex Optimization: Optimization problems involving convex functions and convex feasible
regions. These problems are significant because:

• Any local minimum is also a global minimum.

• Efficient algorithms, such as interior-point methods, are available for solving them.

References

[1] C. H. Papadimitriou and K. Steiglitz, Combinatorial Optimization: Algorithms and Complexity,


2nd ed., Mineola, NY: Dover Publications, 1998.

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