diff -r d59bea55db9b -r c445c931472f examples/min01ks.mod --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/examples/min01ks.mod Mon Dec 06 13:09:21 2010 +0100 @@ -0,0 +1,111 @@ +/* min01ks.mod - finding minimal equivalent 0-1 knapsack inequality */ + +/* Written in GNU MathProg by Andrew Makhorin */ + +/* It is obvious that for a given 0-1 knapsack inequality + + a[1] x[1] + ... + a[n] x[n] <= b, x[j] in {0, 1} (1) + + there exist infinitely many equivalent inequalities with exactly the + same feasible solutions. + + Given a[j]'s and b this model allows to find an inequality + + alfa[1] x[1] + ... + alfa[n] x[n] <= beta, x[j] in {0, 1}, (2) + + which is equivalent to (1) and where alfa[j]'s and beta are smallest + non-negative integers. + + This model has the following formulation: + + minimize + + z = |alfa[1]| + ... + |alfa[n]| + |beta| = (3) + + = alfa[1] + ... + alfa[n] + beta + + subject to + + alfa[1] x[1] + ... + alfa[n] x[n] <= beta (4) + + for all x satisfying to (1) + + alfa[1] x[1] + ... + alfa[n] x[n] >= beta + 1 (5) + + for all x not satisfying to (1) + + alfa[1], ..., alfa[n], beta are non-negative integers. + + Note that this model has n+1 variables and 2^n constraints. + + It is interesting, as noticed in [1] and explained in [2], that + in most cases LP relaxation of the MIP formulation above has integer + optimal solution. + + References + + 1. G.H.Bradley, P.L.Hammer, L.Wolsey, "Coefficient Reduction for + Inequalities in 0-1 Variables", Math.Prog.7 (1974), 263-282. + + 2. G.J.Koehler, "A Study on Coefficient Reduction of Binary Knapsack + Inequalities", University of Florida, 2001. */ + +param n, integer, > 0; +/* number of variables in the knapsack inequality */ + +set N := 1..n; +/* set of knapsack items */ + +/* all binary n-vectors are numbered by 0, 1, ..., 2^n-1, where vector + 0 is 00...00, vector 1 is 00...01, etc. */ + +set U := 0..2^n-1; +/* set of numbers of all binary n-vectors */ + +param x{i in U, j in N}, binary, := (i div 2^(j-1)) mod 2; +/* x[i,j] is j-th component of i-th binary n-vector */ + +param a{j in N}, >= 0; +/* original coefficients */ + +param b, >= 0; +/* original right-hand side */ + +set D := setof{i in U: sum{j in N} a[j] * x[i,j] <= b} i; +/* set of numbers of binary n-vectors, which (vectors) are feasible, + i.e. satisfy to the original knapsack inequality (1) */ + +var alfa{j in N}, integer, >= 0; +/* coefficients to be found */ + +var beta, integer, >= 0; +/* right-hand side to be found */ + +minimize z: sum{j in N} alfa[j] + beta; /* (3) */ + +phi{i in D}: sum{j in N} alfa[j] * x[i,j] <= beta; /* (4) */ + +psi{i in U diff D}: sum{j in N} alfa[j] * x[i,j] >= beta + 1; /* (5) */ + +solve; + +printf "\nOriginal 0-1 knapsack inequality:\n"; +for {j in 1..n} printf (if j = 1 then "" else " + ") & "%g x%d", + a[j], j; +printf " <= %g\n", b; +printf "\nMinimized equivalent inequality:\n"; +for {j in 1..n} printf (if j = 1 then "" else " + ") & "%g x%d", + alfa[j], j; +printf " <= %g\n\n", beta; + +data; + +/* These data correspond to the very first example from [1]. */ + +param n := 8; + +param a := [1]65, [2]64, [3]41, [4]22, [5]13, [6]12, [7]8, [8]2; + +param b := 80; + +end;