MATP6620/DSES6760 Combinatorial Optimization & Integer Programming
Homework 1.

Due: Friday, February 4, 2011.

This homework is concerned with a symmetric traveling salesman problem on eleven vertices (indexed from 0 to 10), with the costs given in the following table:

    |
----|0---1---2--3---4---5---6---7--8---9--10-
  0 |   63  62 62  63  63  65  60 13  92  91
  1 |       64 35  64  61  62  60 92  93  93
  2 |          64  61  62  63  60 93  15  92
  3 |               2   3  63  64 93  95  93
  4 |                   3  64  62 94  93  92
  5 |                      62  43 95  95  91
  6 |                          60 96  93  14
  7 |                             94  93  93
  8 |                                 62  62
  9 |                                     63
 10

You will solve this problem using AMPL and CPLEX. Instructions on installing these packages are available from http://www.rpi.edu/~mitchj/ampldetails.html

In your initial formulation use variables xij to indicate whether edge (i,j) is used, with xij = xji and xii = 0, and impose the degree constraints that

∑
   xij =  2    for i = 0,...,10
j⁄=i

  1. Solve the LP relaxation of the problem, so each xe satisfies 0 xe 1. Show that this does not give an optimal solution to the TSP. The LP relaxation model and data files are available online.
  2. Now require that the solution be integral, in addition to satisfying the degree constraints. Show that this does not give an optimal solution to the TSP.
  3. Improve the LP relaxation by adding in the subtour elimination constraints
      ∑
      xe ≤ |U|- 1
e∈E(U)

    for all subsets U V of cardinality 3 or 4, where E(U) is the set of edges with both endpoints in U. Show that this does not give an optimal solution to the TSP.

  4. Now require that the solution be integral, in addition to satisfying the subtour elimination constraints. Show that this does give an optimal solution to the TSP.
  5. Solve the Held and Karp 1-tree relaxation with weights λi = 0 for all vertices i, and for one other choice of λ that gives a better lower bound.
    John Mitchell
    Amos Eaton 325
    x6915.
    mitchj at rpi dot edu
    Office hours: Tuesday, Wednesday, 2-3pm.