INFORMATION ABOUT PROJECT,
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COMMON PART
Project Number22-21-00672
Project titlePolynomial-time approximation for asymmetric routing problems with triangle inequality
Project LeadKhachay Michael
AffiliationN.N.Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences,
| Implementation period | 2022 - 2023 |
Research area 01 - MATHEMATICS, INFORMATICS, AND SYSTEM SCIENCES, 01-203 - Optimization theory and operational research
Keywordscombinatorial optimization problem, approximation algorithm, approximation guarantee, asymmetric cost function, triangle inequality
PROJECT CONTENT
Annotation
The main research topic of this project is a fundamental problem of design, theoretical bounds, and numeric evaluation for polynomial-time approximation algorithms with theoretical performance guarantees for intractable combinatorial optimization problems, which are generalizations of the classical Traveling Salesman Problem (TSP), Vehicle Routing Problem (VRP), and Orienteering Problem (OP).
The project will mainly focus on the approximation of asymmetric settings of the studied problems within polynomial-time algorithms of constant approximation ratios.
For the considered problems, the most known results in the field of computational complexity and approximation algorithms with theoretical performance guarantees belong to the following general scheme. With rare exceptions, all the mentioned problems are
- strongly NP-hard not only in the general case but even in quite specific settings
- hard to approximate, since design a polynomial-time approximation algorithm for the general setting of any such problem with somehow admissible performance guarantee implies P = NP
- APX-complete in their metric settings
- have polynomial (or at least quasi-polynomial) time approximation schemes in metric spaces of any fixed doubling dimension (including finite-dimensional Euclidean spaces).
Anyway, all the mentioned algorithmic results, including the classic algorithms by Christofides and Serdyukov and Hamovich and Rinnooy Kan and actively developed approach by Arora and Bartal to design the polynomial (and quasi-polynomial)-time approximations schemes (PTAS and QPTAS), significantly rely on metric properties of the considered problems.
Until the last moment, even in that rare cases, when one managed to prove polynomial-time approximation for the asymmetric versions of the routing problems, the approximation ratios depend on the size of the problem, at least logarithmically. Consequently, these results could only be of theoretical interest, while numerical evaluation for practical instances of these problems could be carried out only by heuristics.
In this context, recent pioneering results [O.Svensson, J.Tarnawski, I.Vegh (2018)] and [V.Traub, J.Vygen (2020)] presented at the STOC high-level conference, where, for the first time, approximation of the triangle inequality asymmetric Traveling Salesman Problem (ATSP) within the polynomial-time algorithms of constant accuracy guarantee proved, seems undoubted to be a breakthrough opening an opportunity for the significant advances in the algorithmic analysis of these combinatorial problems.
The main goal of this research project is the verification of the polynomial-time fixed-ratio approximability conjecture for the more wide family of routing combinatorial problems, including asymmetric triangle inequality settings for
- the Vehicle Routing Problem (VRP) with additional capacity and time window constraints, multiple depots, and non-uniform customer demand
- the Generalized Traveling Salesman Problem (GTSP)
- the Prize Collecting Traveling Salesman Problem (PCTSP),
- the Shortest Path Problem with Must-Pass nodes (SSPP-MPN), and
the Orienteering Problem (OP).
Expected results
According to the main goal of this research project, all the planned results related to algorithmic design and proofs of theoretical bounds for polynomial-time algorithms with constant approximation ratios for asymmetric settings of the routing combinatorial optimization problems with triangle inequalities. In particular, we plan to investigate such approximation issues for
- the Vehicle Routing Problem (VRP), including its settings with capacity and time window constraints, multiple depots, and non-uniform customer demand
- the Generalized Traveling Salesman Problem (GTSP) and the Prize Collecting Traveling Salesman Problem (PCTSP)
- versions of the Shortest Path Problem with Must-Pass nodes (SSPP-MPN), and
the Orienteering Problem (OP).
Some part of the planned results, e.g., for the CVRP, can be obtained by evolving the known approaches developed for metric settings of the studied problems and based on approximate solutions for auxiliary Traveling Salesman Problem. To obtain the remaining results, it will be necessary to substantially extend the recent pioneering approach proposed by Svensson and Traub for the asymmetric TSP.
All the planned results seem to be promising both theoretically and their valuable practical applications in operations research. They can significantly enlarge the family of intractable combinatorial optimization problems having polynomial-time approximation algorithms with constant theoretical accuracy bounds. In addition, the upper bounds of the integrality gap for several known mixed linear programs will sharpen.
REPORTS
Annotation of the results obtained in 2023
The research topics of this project were related to the design and analysis of approximate algorithms for asymmetric routing problems of combinatorial optimization.
The algorithms proposed in 2022 are based on the following ideas:
- an effective reduction of the researching problem statement to the one or more statements of the asymmetric traveling salesman problem (ATSP) appended with the triangle inequality imposed on the transport cost function
- the recently introduced (22+\varepsilon)-approximate Svensson-Traub algorithm is applied to approximate the induced statements.
1. In 2023, following the considered direction, we studied the approximability of the general statement of the classic vehicle routing problem (Capacitated Vehicle Routing Problem, CVRP) with the triangle inequality. It is shown that the combination of an adapted version of the well-known Haimovich-Rinnooy Kan algorithm and an arbitrary \alpha-approximate algorithm for ATSP leads to the approximate algorithm for CVRP with an approximation factor \alpha + 2 in the general case and \alpha + 1 when the capacity D satisfies the constraint D=o(n) where n is the number of vertices of a given graph. Thereby, there were shown that the combination of the well-known Iterated Tour Partiion (ITP) algorithm by Haimovich and Rinnooy Kan with the Svensson-Traub algorithm for ATSP leads to an approximate algorithm with an approximation factor 24 + \varepsilon (23 + \varepsilon for q=o( n)) for the classic CVRP problem.
2. At the same time, there was found the number of routing problems whose approximability in the class of polynomial algorithms with constanct approximation factor cannot be proved by the reduction to the asymmetric traveling salesman problem (at the current tine).
For the algorithmic analysis of these problems, we carried out a deeper generalization of the Svensson and Traub approximation scheme:
- we introduced new concepts of a strongly laminar statement and S-backbone by extending the same concepts from papers (Svensson, Tarnawski, Vegh - 2020) and (Traub, Vygen - 2022) for the case of not necessarily connected directed graphs;
- we stated the sufficient conditions of the approximate solution existence for the Subtour Cover Problem (SCP) with a given accuracy;
- the sufficient conditions for the existence of Svensson’s (\kappa, \eta)-algorithm were extended, which ensures the completion the route bone to the feasible solution of the auxiliary traveling salesman problem;
- an extended version of the (\kappa, \eta)-algorithm was proved, which ensures the completion of the S-backbone to an approximate solution to the minimum weight cycle covering problem.
The obtained theoretical results formed the basis for the first approximation algorithms with constant approximation factor for the problem of covering a minimum weight graph with a family of cycles of restricted capacity (Minimum-cost k-Size Cycle Cover Problem, Min-k-SCCP). For an arbitrary fixed k>1 and \varepsilon>0, polynomial approximation algorithms with constant approximation factors max{22+\varepsilon, 4 + k} and 24 + \varepsilon, respectively, are constructed.
3. In addition, we considered applicability of asymmetric routing problems to solving applied operations research problems.
One of such application relates to the design of disruption-tolerant manufacturing processes and supply chains. The traditional approach to the analysis of such systems is based on the using the stochastic models, defining the choice of an optimal behavior scenario from a given (usually finite) family of possible ones. Despite a number of advantages, the use of this approach is significantly difficult in the event of problems of an unknown nature that threaten the performance of the entire simulated system.
We introduced the minimax problem of constructing fault-tolerant production plans (Reliable Production Process Design Problem, RPPDP), the goal of which is to ensure the economical uninterrupted functioning of a distributed production and transport system. The introduced problem seems to be close to the classic problem of homeomorphic graph embedding (Subgraph Homeomorphism Problem, SHP), as well as problems studied within this project in 2022.
The RPPDP problem statement is given by an ordered triple (G, П, k). Here G is an edge-weighted directed graph, the vertices of ehich are parted into:
- dedicated vertices specifying the beginning and completion of each production plan;
- homogeneous production points, united into pairwise disjoint clusters according to the principle of performing a specific production operation;
- transport hubs, characterized by the cost of “opening” and throughput.
The acyclic digraph P defines a partial order on a set of production clusters.
The problem is to construct a minimax cost family consisting of k pairwise vertex-disjoint production plans that is homeomorphic embeddings of the graph P into the digraph G.
It is shown that the RPPDP problem is NP-hard in the strong sense and remains intractable in special cases having a great meaning for applications. The following are proposed: an integer linear programming model (MILP model), an adaptive search heuristic in large neighborhoods (Adaptive Large Neighborhood Search, ALNS) and a branch-and-bound algorithm based on them. The high relaxation ability of the model and the efficiency of the implemented branching method are proved by the results of numerical experiments carried out on the public library of test statements proposed by the project team by extension of the well-known PCGTSPLIB library.
The proposed library can be accessed by the link https://github.com/yogorodnikov/RPPDP-instances.
Publications
1. Khachai M.Yu., Neznakhina E.D., Ryzhenko K.V. Polynomial-Time Approximability of the Asymmetric Problem of Covering a Graph by a Bounded Number of Cycles Proceedings of the Steklov Institute of Mathematics, - (year - 2023)
2. Ksenia Rizhenko, Katherine Neznakhina, Michael Khachay Fixed ratio polynomial time approximation algorithm for the Prize-Collecting Asymmetric Traveling Salesman Problem Ural Mathematical Journal, V. 9, no. 1. pp. 135-14, DOI: 10.15826/umj.2023.1.012 (year - 2023) https://doi.org/10.15826/umj.2023.1.012
3. Neznakhina E.D., Ogorodnikov Yu.Yu, Rizhenko K.V., Khachay M.Yu Приближенные алгоритмы с фиксированными оценками точности для серии асимметричных задач маршрутизации Доклады российской академии наук. Математика, информатика, процессы управления, - (year - 2023)
4. Ogorodnikov Yu.Yu., Rudakov R.A., Khachai D.M., Khachay M.Yu. Отказоустойчивые семейства планов производства: математическая модель, вычислительная сложность и алгоритмы ветвей и границ Журнал вычислительной математики и математической физики, - (year - 2024)
Annotation of the results obtained in 2022
In 2022, our research was focused on evolving the seminal recent results obtained by O. Svensson and V, Traub for the asymmetric traveling salesman problem (ATSP) with triangle inequality to several related settings of extreme routing combinatorial optimization problems. Actually, for each of them, we managed to propose first fixed-ratio polynomial time approximation algorithms. This year, the main attention was payed to such cases of the research, where fixed-ratio approximation succeed to be proved by cost-preserving polynomial time reduction of the problem on hand to some auxiliary instance of the ATSP or the problem approximated before.
It is convenient to present the obtained results in terms of the studied combinatorial problems. Similarly to the ATSP, we assume for each of them that the objective function fulfills the triangle inequality.
An instance of the Steiner Cycle Problem (SCP) is given by an edge-weighted digraph and a dedicated subset T of its terminal nodes. The goal is to construct the minimum cost closed (non-necessary elementary) route that visits each terminal from T. We obtain an approximation algorithm by the reduction of the initial problem to the ATSP on the subgraph of the metric closure of the given digraph induced by the subset T.
An instance of the Rural Postman Problem (RPP) is also given by an edge-weighted digraph. But, instead of terminal nodes, we are given by a subset of terminal arcs R. Similarly to the SCP, we are required to find the cheapest closed route that traverses each terminal arc. We obtain a fixed-ratio approximation of this problem by reduction to the SCP.
An instance of the asymmetric capacitated vehicle routing problem with unsplittable customer demands (CVRP-UCD) is given by a weighted digraph, whose node set consists of customer nodes and the dedicated depot node, an upper vehicle capacity bound D, and a couple of weighting functions. The first function specifies customer demands, while the second one the corresponding transportation costs. The problem is to present the minimum cost family of capacitated routes that satisfy the total customer demand.
Our algorithm exploits polynomial time reduction of the problem in question to an auxiliary SCP instance, where the set T consists of the depot and all the customers with positive demands. Further, we use a special technique to split the obtained approximate Steiner cycle into a number of capacitated vehicle routes. By relying on the classic Hall’s Lemma, we embed the obtained routes into the family of routes of an arbitrary optimal solution of the studied problem. As a consequence, we obtain the desired approximation ratio upper bound (presented in Theorem 2, sec. 1.4)
The approximation result for the Capacitated Arc Routing Problem (CARP) for the mixed graphs is obtained by the reduction of the initial problem to the CVRP-UCD.
This year, we proved the fixed-ratio approximability of the `simplified’ variant of the known Prize-Collecting Traveling Salesman Problem, PCTSP. This setting differs from the general one by an absence of the knapsack constraint. An instance of the studied problem is given by an vertex- and edge-weighted digraph, each its node is penalized for skipping with a route, and each arc has a corresponding transportation cost. The problem is to construct the closed route that minimizes total transportation expenses and accumulated penalties. As it was shown in the well-known Bienstock, Goemans, Simchi-Levi, and Williamson paper (Math. Prog., 1993), the metric version of this problem has a 5/2-approximation algorithm applying the classic Chrisofides-Serdyukov algorithm as a `black box’. On the other hand, to date, for the considered asymmetric version of the problem, there are known only approximation algorithms with logarithmic ratios. By relying on the Svensson-Traub results, we proposed the first fixed-ratio approximation algorithm for this problem, with accuracy bound 23+\epsilon.
An instance of the Generalized Traveling Salesman Problem (GTSP) is given by an edge-weighted digraph and additional partition of its node set into k clusters. Similarly to the classic traveling salesman problem, the weighting function specifies transportation costs. The goal is to construct the cheapest closed route visiting each the cluster at once. It is known that this problem belongs to FPT being parameterized by the number of clusters. Furthermore, an adapted version of the classic Held and Karp dynamic programming scheme solves this problem to optimality in polynomial time, if k=O(log n). This year, we proposed a fixed-ratio approximation algorithm for the case, where k= n- O(log n).
In addition to the mentioned results, this year we started a research of combinatorial problems, whose approximation cannot be obtained by simple polynomial time reduction to the ATSP. For instance, this family contains the general setting of the PCATSP (with the knapsack constraint), the general setting of the GTSP, the VRP with time windows, and some other known extreme problems. For construction the desired approximation algorithms for such problems, we need to generalize the basic Svensson-Traub framework to the novel classes of MILP-models. This year, we obtained the preliminary results in a way of the extension of strongly laminar instances and backbones for the GTSP.
The main results of this year can be briefly summarized in the following theorem.
Theorem. For an arbitrary \alpha>=1, an \alpha-approximation algorithm for the ATSP with triangle inequality implies an existence of:
(i) \alpha-approximation algorithms for the SCP, RPP and GTSP (with an additional constraint k= n-O(log n))
(ii) (3\alpha+2)-approximation algorithm for the CVRP-UCD and CARP
(iii) (\alpha+1)-approximation algorithm for the PCATSP
As a consequence, for an arbitrary \epsilon>0, we proposed (22+\epsilon)-approximation algorithms for the SCP, RPP, and GTSP (for k=n-O(log n)), (23+\epsilon)-approximation algorithm for the simplified version of the PCATSP, and (68 + 3\epsilon)-approximation algorithm for the CVRP-UCD and CARP.
Publications
1. Khachai M.Yu, Neznakhina E.D. and Ryzhenko K.V. Приближенные алгоритмы с постоянной точностью для серии маршрутных комбинаторных задач, основанные на сведении к асимметричной задаче коммивояжера Труды Института математики и механики УрО РАН, №3, т. 28, с.241-258 (2022) (year - 2022) https://doi.org/10.21538/0134-4889-2022-28-3-241-258
2. Khachay, M., Neznakhina, K., and Rizhenko, K. Prize-Collecting Asymmetric Traveling Salesman Problem Admits Polynomial Time Approximation within a Constant Ratio Lecture Notes in Computer Science, Khachay, M., Neznakhina, K., and Rizhenko, K.: Prize-Collecting Asymmetric Traveling Salesman Problem Admits Polynomial Time Approximation within a Constant Ratio. LNCS, 2022. Vol. 13781, pp. 81–90 (year - 2023) https://doi.org/10.1007/978-3-031-22543-7_6