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Reduction-based exact solution of prize-collecting Steiner tree problems

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 Added by Daniel Rehfeldt
 Publication date 2018
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and research's language is English




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The prize-collecting Steiner tree problem PCSTP is a well-known generalization of the classical Steiner tree problem in graphs, with a large number of practical applications. It attracted particular interest during the latest (11th) DIMACS Challenge and since then a number of PCSTP solvers have been introduced in the literature, some of which drastically improved on the best results achieved at the Challenge. The following article aims to further advance the state of the art. It introduces new techniques and algorithms for PCSTP, involving various forms of reductions of PCSTP instances to equivalent problems---which for example allows to decrease the problem size or to obtain a better IP formulation. Several of the new techniques and algorithms provably dominate previous approaches. Further theoretical properties of the new components, such as their complexity, are discussed, and their profound interaction is described. Finally, the new developments also translate into a strong computational performance: the resulting exact solver outperforms all previous approaches---both in terms of run-time and solvability---and can solve formerly intractable benchmark instances from the 11th DIMACS Challenge to optimality.

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We study the prize-collecting version of the Node-weighted Steiner Tree problem (NWPCST) restricted to planar graphs. We give a new primal-dual Lagrangian-multiplier-preserving (LMP) 3-approximation algorithm for planar NWPCST. We then show a ($2.88 + epsilon$)-approximation which establishes a new best approximation guarantee for planar NWPCST. This is done by combining our LMP algorithm with a threshold rounding technique and utilizing the 2.4-approximation of Berman and Yaroslavtsev for the version without penalties. We also give a primal-dual 4-approximation algorithm for the more general forest version using techniques introduced by Hajiaghay and Jain.
We study the behavior of an algorithm derived from the cavity method for the Prize-Collecting Steiner Tree (PCST) problem on graphs. The algorithm is based on the zero temperature limit of the cavity equations and as such is formally simple (a fixed point equation resolved by iteration) and distributed (parallelizable). We provide a detailed comparison with state-of-the-art algorithms on a wide range of existing benchmarks networks and random graphs. Specifically, we consider an enhanced derivative of the Goemans-Williamson heuristics and the DHEA solver, a Branch and Cut Linear/Integer Programming based approach. The comparison shows that the cavity algorithm outperforms the two algorithms in most large instances both in running time and quality of the solution. Finally we prove a few optimality properties of the solutions provided by our algorithm, including optimality under the two post-processing procedures defined in the Goemans-Williamson derivative and global optimality in some limit cases.
In the Priority Steiner Tree (PST) problem, we are given an undirected graph $G=(V,E)$ with a source $s in V$ and terminals $T subseteq V setminus {s}$, where each terminal $v in T$ requires a nonnegative priority $P(v)$. The goal is to compute a minimum weight Steiner tree containing edges of varying rates such that the path from $s$ to each terminal $v$ consists of edges of rate greater than or equal to $P(v)$. The PST problem with $k$ priorities admits a $min{2 ln |T| + 2, krho}$-approximation [Charikar et al., 2004], and is hard to approximate with ratio $c log log n$ for some constant $c$ [Chuzhoy et al., 2008]. In this paper, we first strengthen the analysis provided by [Charikar et al., 2004] for the $(2 ln |T| + 2)$-approximation to show an approximation ratio of $lceil log_2 |T| rceil + 1 le 1.443 ln |T| + 2$, then provide a very simple, parallelizable algorithm which achieves the same approximation ratio. We then consider a more difficult node-weighted version of the PST problem, and provide a $(2 ln |T|+2)$-approximation using extensions of the spider decomposition by [Klein & Ravi, 1995]. This is the first result for the PST problem in node-weighted graphs. Moreover, the approximation ratios for all above algorithms are tight.
Let G=(V,E) be a connected graph, where V and E represent, respectively, the node-set and the edge-set. Besides, let Q subseteq V be a set of terminal nodes, and r in Q be the root node of the graph. Given a weight c_{ij} in mathbb{N} associated to each edge (i,j) in E, the Steiner Tree Problem in graphs (STP) consists in finding a minimum-weight subgraph of G that spans all nodes in Q. In this paper, we consider the Min-max Regret Steiner Tree Problem with Interval Costs (MMR-STP), a robust variant of STP. In this variant, the weight of the edges are not known in advance, but are assumed to vary in the interval [l_{ij}, u_{ij}]. We develop an ILP formulation, an exact algorithm, and three heuristics for this problem. Computational experiments, performed on generalizations of the classical STP instances, evaluate the efficiency and the limits of the proposed methods.
We address the solution of Mixed Integer Linear Programming (MILP) models with strong relaxations that are derived from Dantzig-Wolfe decompositions and allow a pseudo-polynomial pricing algorithm. We exploit their network-flow characterization and provide a framework based on column generation, reduced-cost variable-fixing, and a highly asymmetric branching scheme that allows us to take advantage of the potential of the current MILP solvers. We apply our framework to a variety of cutting and packing problems from the literature. The efficiency of the framework is proved by extensive computational experiments, in which a significant number of open instances could be solved to proven optimality for the first time.
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