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16 2

2010

519.854



. . , . . , . .

L- . ,
, L-. , ,
.
: , , , .
M. V. Devyaterikova, A. A. Kolokolov, A. P. Kolosov. Unimodular transformations for problems of integer programming and analysis of the eciency of their application.
The paper is devoted to issues of applying unimodular transformations in integer linear programming with
the aim of decreasing the cardinality of L-covers of problems and increasing the eciency of algorithms of their
solution. Families of problems are constructed that are dicult for some cutting, branch and bound, and L-class
enumeration algorithms. Unimodular transformations are suggested that allow one to accelerate the process of
solving such problems and to increase the stability of some algorithms under small variations of initial data.
Keywords: integer programming, unimodular transformations, stability of algorithms, Gomory cuts.

(),
, , .
, ,
, , .
L- [6, 7].

, .

L- (L-) .
L- , . ,
() [5,10],
( ) [1,6,12], [11]. , (
) .

L- , ,

49

, , L-. ,
L- .
. , ,
, , .

1.

1.1. L-

M0 = M Zn ,
M = {x Rn : Ax b, x 0}, A (m n)-, b
m-, M .
M0 , ,
: M Zn , . .
z = lexmax(M0 ).

(1.1)




M = x : x M, x z z M0 ,

(1.1).
() .

[7]. L-, . x, y Rn (x y)
L-, z Zn ,
x  z  y. ,  . , L-. L-,
, . L-. X L- L-
(L-) X/L. L- :
1. L- V Rn /L


V = x Rn : x1 = a1 , . . . , xr1 = ar1 , ar < xr < ar + 1 ,

aj , j = 1, . . . , r, 1 r n. r
L-.

2. X, X Rn . , X

X (X X ), x x x X x X .
- X/L. , X , X/L

X/L = {V1 , . . . , Vp },

Vi Vi+1 ,

i = 1, . . . , p 1.

50

. . , . . , . .

L- [7].
M /L L-. (1.1) , , |M /L| (
M , L-).
L- , .

1.2. L-
x, y Rn , uij Z, i, j = 1, . . . , n. U :
U

= (uij ) ,

i, j = 1, . . . , n,

y = U x.
U , det U = 1 [13].
, . , .
:
yi = xki ,

i = 1, . . . , n,

ki N = {1, . . . , n}, (k1 , . . . , kn ) 1, . . . , n. ,


.

L- . ,
n

D= x: xB , 2

n
X
j=1

o
xj = k ,

B n = {x : 0 xj 1, j = 1, . . . , n}, n 2, k , 1 k < 2n. D


.
( ) .
, D = D. [6], (1.1) D
L-:
k/2
|D /L| 2Cn1 .
:
y1 = x1 + x2 + . . . + xn ,
y2 =
x2 ,

yn =
xn .
D


e = y Rn : 2y1 = k, 0 yj 1, j = 2, . . . , n .
D

f L-
D



V = y Rn : k/2 < y1 < k/2 + 1, 0 yj 1, j = 2, . . . , n .

51


.
,
L-. J1 N, J0 = N \ J1 , Z, 2.
K :
o
n
X
X
xj
xj |J1 | 1, 0 xj 1, j = 1, . . . , n .
K = x Rn :
jJ1

jJ0

, K = K, |K /L| = (2n 1) [7]. , (1.1)


L-.

1.3.
Rn , M .
Rn .
M () = {x Rn : (M, x) }.
M + () - M ,
M M + () M ().
, M M ,
:
1) M M ;
2) M Zn = M Zn .

M = sup{ > 0 : M () Zn = M Zn }. (0, M ) f ,


- M M

+
f
M M M ().
, M ,
.
A (1.1) IA (M ) M . , A ,

M (0, M ) M p(n), M , ,

f) p(n)IA (M )
IA (M

f.
M - M

1.4.

( G1 ), - () [6],

n
X
{e
apj }tj {
ap0 },
j=1

e
apj , p j- , {e
apj } = a
pj
apj , j = 0, 1, . . . , n; tj

52

. . , . . , . .

, j = 1, . . . , n. G1
.
(. 1).
1
x1

xn

1
0

x1
1

x2
0

x(n+1)

x(n+m)

a(n+1)0

a(n+m)0

a(n+1)1

a(n+m)1

a(n+1)2

a(n+m)2

xn
0

1
a(n+1)n

a(n+m)n

, G1 , . . ()
L- M , . , G1
(1.1) [6]
1
|M /L| IG1 (M ) |M /L|,
H

(1.2)

H .
L-.

2.

2.1.
(
) L-. ,
G1 . , L- .
3 . K1 ()
f (x) = x1 max

( 1)x1 + x2 0,
x1 ( 1)x2 ,
x1 0, x2 0 .
e 1 ():
L- K
z = lexmax(M1 () Z2 ),

M1 () K1 ().
e 1 () 1. L- K
:

,
,
|M1 () /L| =
1 .

53

e 1 ()
. , K
: (0, 0) (1, 0), .

M1 ()
(2 /(2 1), ( 1)/(2 1)).
e 1 () L-
, K
1


Vi1 = x R2 : i < x1 < i + 1 , i = 1, . . . , 2 /(2 1)

L- 2



Vj2 = x R2 : x1 = j, j 1 < x2 < j , j = 1, . . . , 2 /(2 1).





(2 )/(2 1) = /2 , (2 )/(2 1) =
( 1)/2, L- Vi1 Vj2 ( 1)
. .
(1.2) , e 1 () .
G1 . , (1.2) K
e 1 () :
2. K
IG1 (M1 ()) =

,
,
1 .

. , . :
T k.p p k- G1 .
T 1.1 L-.
L- - x1 + x2 + 1,
.
, (1 + 2k).1 (. 2).
2

T (1+2k).1

s2k

s2k1

x1

2(k 1)
2

x2

2k
2

x3

+ 2(k 1)
2

x4

2k
2

x5

2k

54

. . , . . , . .
k (. 38).
3

T 1.1

x1

x2

T 1.2

x5

x2

x1
x2
x3
x4
x5

0
0
0

+1

1
0
1

0
1

1
1

x1
x2
x3
x4
x5

+1
0
2 1
2
0

1
0
1

1
1
2 1
1 2
0

6
5

T 1.3
x1

x5

2
2 1

1+

T 1.4

x3

x4

x1

2
2 1

1
2 1

2 1

x2

2
2 1

2 1

1
2 1

x3
x4
x5

0
0
1

1
0
1

0
1
1

x4

1
2 1

x2

2
2 1

2 1

x3
x4
x5

1
0
0

1
0
1

1
2 1

1
2 1
1
1
0

s1

4 2

1
2 1

7
8
T 2.1

x3

s1

x1

x2
x3
x4

22

3 + 1
4 2
0
1
2

x5

3
2

s2

1
2

1
1

0
2 1

2 1

1
1

T 3.1

s2

s1

x1

x2

2
2

x3

x4

2
2

x5

2 1

55

T (1+2k).1

s2k

s2k1

x1

2(k 1)
2

x2

2k
2

x3

+ 2(k 1)
2

x4

2k
2

x5

2k

10
11
T (1+2k).2

s2k

x4

x1

2 (2k 1) + 2k
2

x2

2k
2

x3

(4k 1) 2k
2

1 2

0
(4k + 1) 2k
2

0
1 2

x4
x5
s2k+1

+ 2k
2

T (2+2k).1

s2k

s2k+1

x1

2k
2

x2

2k
2

1
1

x3

2k
2

x4

+ 2k
2

x5

2k + 1

k = 1, . . T 3.1 (. . 8), . , k 2, , (k + 1) (. 913).


,
T (1+2(k+1)).1 (. . 13) , T (1+2k).1 (. . 9) (k + 1) k.
, , T (1+2k).1 . k = /2. T (1+2k).1 (. 9)
x1 = 1, x2 = 0. > 2k T (1+2k).1
, x4 . , 2k = G1 .
. .


56

. . , . . , . .
12

T (2+2k).2

x3

s2k+1

x1

2k
2

x2

2 (2k + 1) + 2k
2

0
(4k + 1) 2k
2

1
1

0
1 2

x3
x4

(4k + 3) 2k
2

x5
s2(k+1)

+ 2k
2

1 2

13

T (1+2(k+1)).1

s2(k+1)

s2k+1

x1

2k
2

x2

2(k + 1)
2

x3

+ 2k
2

x4

2(k + 1)
2

x5

2(k + 1)

G1 , 1 2 ,
.
L- , 2 (
K1 ()) [3].
U0 M1 (),
L- :
y1 = x1 x2 ,

y2 = x2 .

x1 = y1 + y2 ,

x2 = y2 .

57

, :
( 1)y1 + y2 0,
y1 + y2 ,
y1 + y2 0,
y2 0.
K1 ()
y1 + y2 max.
, U0 (M1 ()), (1, 0) (0, 0),
L-, 0 < y1 < 1. , L-
U0 (M1 ()) L-. (1, 0) . G1
e 1 ()) . U0 (K
L- U0 (K1 ())
.

L- , . K2 (), .
K1 () x1 + x2 2.
e 2 ()
L- K
z = lexmax(M2 () Z2 ),

M2 () K2 (). ,
e 1 (), .
K

e 2 () 3. L- K

(
+ 1,
,
|M2 () /L| =

e 2 () , , K
G1 .
L-
K2 (). U0
e 2 () L- U0 (M2 ())
K2 () K
L-. , .

2.2.
Rn .
K1 ().
n , 3 . K1n (),

f (x) = x1 max

58

. . , . . , . .


( 1)x1 + x2 0,
x1 ( 1)x2 ,
( 1)x3 + x4 0,
x3 ( 1)x4 ,
...
( 1)xn1 + xn 0,
xn1 ( 1)xn ,
x1 , . . . , xn 0 .
e n ():
K
1
z = lexmax(M1n () Zn ),

M1n () K1n ().


e n () 4. L- K
1
:

2 ,
n
|M1 () /L| =

2 ( 1) .

.
e n () (1, 0, 1, 0, . . . , 1, 0), K
1
M1n ()


2 /(2 1), ( 1)/(2 1), . . . , 2 /(2 1), ( 1)/(2 1) .
e n () L-
, K
1
(2k + 1), k = 0, . . . , (n/2 1)
n
o
Vik1 = x Rn : x1 = 1, x2 = 0, . . . , x2k1 = 1, x2k = 0, i < x2k+1 < i + 1 ,
i = 1, . . . , 2 /(2 1)

L- 2k, k = 1, . . . , n/2
n
o
2 = x Rn : x = 1, x = 0, . . . , x
Vjk
=
1,
x
=
0,
x
=
j,
j

1
<
x
<
j
,
1
2
2k3
2k2
2k1
2k
j = 1, . . . , 2 /(2 1).





2 /(2 1) = /2 , 2 /(2 1) = ( 1)/2,
. .

n
e ().
K
1

e n () :
5. K
1

2 ,
n
IG1 (M1 ()) =

2 ( 1) .

59

14

15

T 1.1

x1

x2

T 1.2

x5

x2

x1
x2
x3
x4
x5
x6

0
0
0

n
n

1
0
1

1
0

0
1

1
0
1

x1
x2
x3
x4
x5
x6

n
0
n2 n
n2
0
n

1
0
1

1
0

0
1

1
0
1

17
16
T 1.4

x4

x6

T 1.3

x5

x6

x1

n n + 1

x1
x2
x3
x4
x5
x6

n
n
n
n
0
0

1
0
1

1
0

0
1

1
0
1

x2

x3

2n + n + 1

x4

x5

n1

x6

18
T 1.5

x4

x3

x1

2
2 1

2 1

1
2 1

x2

2
2 1

1
2 1

2 1

0
0
2
2n n 2
2 1

0
1

1 2

1
0
1
2 1

x3
x4
x5
x6

2n2 n 2 +
2 1

1
2 1

2 1

1
2

1
1

0
1
1

60

. . , . . , . .

. L- n xj , j = 1, . . . , n
.
, ,
. , n/2 .
, , n = 2
(. 1418):
IG1 (M12 ()) =

1 .

, x5 x6 , T 1.5
(. . 18). ,
L-, x1 +x2 +1.
,
2.
, .
n/2, .


L- K1n ().
e n () , K
1
n
U0 , L- :

n
U0 =

1
0
0
0

0
0

1 0
1
0
0
1
0
0




1 0
1
0

1
0

0
0
0
0

1
1

L-
. , L- .

3.

. , [2, 9]. ,
, L- ,
[2].
,
.
, 3. S():
z = lexmax(M Z2 ),

61

M :
2x2 1,

x1 ( 2)x2 1,

x1 0,

x2 0.

,
2, L- |M /L| ( 1).
M + () - M :
2x1 + 2px2 (p + 1),

x1 ( 2)x2 1,

x1 0,

x2 0,

p .
G1 (1.1) M + ()
(1), . . L-. , IG1 (M + ())/IG1 (M )
, (1)/2 , , , . ,
(1.1).
,
, S().
U , :
y1 = x2 , y2 = x1 .
L- U (M ) U (M + ()) L-. ,
IG1 (U (M + ())) = IG1 (U (M )) = 1.
, GU
1 , , S().

4.
L- . ,
, L-. , L-
. , .
.

1. .. // : . :
- . .. , , 1967. . 7382.
2. .., ..
// . 2004. 3. . 4854.
3. .., .., .. //
: . . : - , 2007. C. 124.

62

. . , . . , . .

4. .., .., ..
L- : / . -. , 2009. 20 .
5. .., .., .. , , . .:
, 1981. 344 .
6. .. : . / . -. , 1984.
76 .
7. .. // .
. . . 1994. 2. C. 1839.
8. .., .. // : . XIV . .
.- / . , 2008. . 1.
. 111118.
9. .., .. // : . XIV
. . .- / .
, 2008. . 1. . 428434.
10. Eisenbrand F., Schulz A.S. Bounds on the Chvatal rank of polytopes in the 0/1-cube //
Combinatorica. 2003. Vol. 23, no. 2. P. 245261.
11. Lenstra, Jr., H.W. Integer programming with a xed number of variables // Math. Oper. Res. 1983.
Vol. 8, no. 4. P. 538548.
12. Maaren H. van, Dang C. Simplicial pivoting algorithms for tractable class of integer programs // J.
Comb. Optim. 2002. Vol. 6, no. 2. P. 133142.
13. Nemhauser G.L., Wolsey l.A. Integer and combinatorial optimization. New York: John Wiley &
Sons, 1999. 766 .


. .-. ,
. . -
e-mail: devy_m@mail.ru

- .-. ,
.
- . ..
e-mail: kolo@om.oscsbras.ru


e-mail: apkolosov@mail.ru

10.09.2009