examples/maxcut.mod
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     1 /* MAXCUT, Maximum Cut Problem */
       
     2 
       
     3 /* Written in GNU MathProg by Andrew Makhorin <mao@gnu.org> */
       
     4 
       
     5 /* The Maximum Cut Problem in a network G = (V, E), where V is a set
       
     6    of nodes, E is a set of edges, is to find the partition of V into
       
     7    disjoint sets V1 and V2, which maximizes the sum of edge weights
       
     8    w(e), where edge e has one endpoint in V1 and other endpoint in V2.
       
     9 
       
    10    Reference:
       
    11    Garey, M.R., and Johnson, D.S. (1979), Computers and Intractability:
       
    12    A guide to the theory of NP-completeness [Network design, Cuts and
       
    13    Connectivity, Maximum Cut, ND16]. */
       
    14 
       
    15 set E, dimen 2;
       
    16 /* set of edges */
       
    17 
       
    18 param w{(i,j) in E}, >= 0, default 1;
       
    19 /* w[i,j] is weight of edge (i,j) */
       
    20 
       
    21 set V := (setof{(i,j) in E} i) union (setof{(i,j) in E} j);
       
    22 /* set of nodes */
       
    23 
       
    24 var x{i in V}, binary;
       
    25 /* x[i] = 0 means that node i is in set V1
       
    26    x[i] = 1 means that node i is in set V2 */
       
    27 
       
    28 /* We need to include in the objective function only that edges (i,j)
       
    29    from E, for which x[i] != x[j]. This can be modeled through binary
       
    30    variables s[i,j] as follows:
       
    31 
       
    32       s[i,j] = x[i] xor x[j] = (x[i] + x[j]) mod 2,                  (1)
       
    33 
       
    34    where s[i,j] = 1 iff x[i] != x[j], that leads to the following
       
    35    objective function:
       
    36 
       
    37       z = sum{(i,j) in E} w[i,j] * s[i,j].                           (2)
       
    38 
       
    39    To describe "exclusive or" (1) we could think that s[i,j] is a minor
       
    40    bit of the sum x[i] + x[j]. Then introducing binary variables t[i,j],
       
    41    which represent a major bit of the sum x[i] + x[j], we can write:
       
    42 
       
    43       x[i] + x[j] = s[i,j] + 2 * t[i,j].                             (3)
       
    44 
       
    45    An easy check shows that conditions (1) and (3) are equivalent.
       
    46 
       
    47    Note that condition (3) can be simplified by eliminating variables
       
    48    s[i,j]. Indeed, from (3) it follows that:
       
    49 
       
    50       s[i,j] = x[i] + x[j] - 2 * t[i,j].                             (4)
       
    51 
       
    52    Since the expression in the right-hand side of (4) is integral, this
       
    53    condition can be rewritten in the equivalent form:
       
    54 
       
    55       0 <= x[i] + x[j] - 2 * t[i,j] <= 1.                            (5)
       
    56 
       
    57    (One might note that (5) means t[i,j] = x[i] and x[j].)
       
    58 
       
    59    Substituting s[i,j] from (4) to (2) leads to the following objective
       
    60    function:
       
    61 
       
    62       z = sum{(i,j) in E} w[i,j] * (x[i] + x[j] - 2 * t[i,j]),       (6)
       
    63 
       
    64    which does not include variables s[i,j]. */
       
    65 
       
    66 var t{(i,j) in E}, binary;
       
    67 /* t[i,j] = x[i] and x[j] = (x[i] + x[j]) div 2 */
       
    68 
       
    69 s.t. xor{(i,j) in E}: 0 <= x[i] + x[j] - 2 * t[i,j] <= 1;
       
    70 /* see (4) */
       
    71 
       
    72 maximize z: sum{(i,j) in E} w[i,j] * (x[i] + x[j] - 2 * t[i,j]);
       
    73 /* see (6) */
       
    74 
       
    75 data;
       
    76 
       
    77 /* In this example the network has 15 nodes and 22 edges. */
       
    78 
       
    79 /* Optimal solution is 20 */
       
    80 
       
    81 set E :=
       
    82    1 2, 1 5, 2 3, 2 6, 3 4, 3 8, 4 9, 5 6, 5 7, 6 8, 7 8, 7 12, 8 9,
       
    83    8 12, 9 10, 9 14, 10 11, 10 14, 11 15, 12 13, 13 14, 14 15;
       
    84 
       
    85 end;