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The maximum k-colorable subgraph (MkCS) problem is to find an induced k-colorable subgraph with maximum cardinality in a given graph. This paper is an in-depth analysis of the MkCS problem that considers various semidefinite programming relaxations, including their theoretical and numerical comparisons. To simplify these relaxations, we exploit the symmetry arising from permuting the colors, as well as the symmetry of the given graphs when applicable. We also show how to exploit invariance under permutations of the subsets for other partition problems and how to use the MkCS problem to derive bounds on the chromatic number of a graph. Our numerical results verify that the proposed relaxations provide strong bounds for the MkCS problem and that those outperform existing bounds for most of the test instances. Summary of Contribution: The maximum k-colorable subgraph (MkCS) problem is to find an induced k-colorable subgraph with maximum cardinality in a given graph. The MkCS problem has a number of applications, such as channel assignment in spectrum sharing networks (e.g., Wi-Fi or cellular), very-large-scale integration design, human genetic research, and so on. The MkCS problem is also related to several other optimization problems, including the graph partition problem and the max-k-cut problem. The two mentioned problems have applications in parallel computing, network partitioning, floor planning, and so on. This paper is an in-depth analysis of the MkCS problem that considers various semidefinite programming relaxations, including their theoretical and numerical comparisons. Further, our analysis relates the MkCS results with the stable set and the chromatic number problems. We provide extended numerical results that verify that the proposed bounding approaches provide strong bounds for the MkCS problem and that those outperform existing bounds for most of the test instances. Moreover, our lower bounds on the chromatic number of a graph are competitive with existing bounds in the literature.

We study the quadratic cycle cover problem (QCCP), which aims to find a node-disjoint cycle cover in a directed graph with minimum interaction cost between successive arcs. We derive several semidefinite programming (SDP) relaxations and use facial reduction to make these strictly feasible. We investigate a nontrivial relationship between the transformation matrix used in the reduction and the structure of the graph, which is exploited in an efficient algorithm that constructs this matrix for any instance of the problem. To solve our relaxations, we propose an algorithm that incorporates an augmented Lagrangian method into a cutting-plane framework by utilizing Dykstra’s projection algorithm. Our algorithm is suitable for solving SDP relaxations with a large number of cutting-planes. Computational results show that our SDP bounds and efficient cutting-plane algorithm outperform other QCCP bounding approaches from the literature. Finally, we provide several SDP-based upper bounding techniques, among which is a sequential Q-learning method that exploits a solution of our SDP relaxation within a reinforcement learning environment. Summary of Contribution: The quadratic cycle cover problem (QCCP) is the problem of finding a set of node-disjoint cycles covering all the nodes in a graph such that the total interaction cost between successive arcs is minimized. The QCCP has applications in many fields, among which are robotics, transportation, energy distribution networks, and automatic inspection. Besides this, the problem has a high theoretical relevance because of its close connection to the quadratic traveling salesman problem (QTSP). The QTSP has several applications, for example, in bioinformatics, and is considered to be among the most difficult combinatorial optimization problems nowadays. After removing the subtour elimination constraints, the QTSP boils down to the QCCP. Hence, an in-depth study of the QCCP also contributes to the construction of strong bounds for the QTSP. In this paper, we study the application of semidefinite programming (SDP) to obtain strong bounds for the QCCP. Our strongest SDP relaxation is very hard to solve by any SDP solver because of the large number of involved cutting-planes. Because of that, we propose a new approach in which an augmented Lagrangian method is incorporated into a cutting-plane framework by utilizing Dykstra’s projection algorithm. We emphasize an efficient implementation of the method and perform an extensive computational study. This study shows that our method is able to handle a large number of cuts and that the resulting bounds are currently the best QCCP bounds in the literature. We also introduce several upper bounding techniques, among which is a distributed reinforcement learning algorithm that exploits our SDP relaxations.

In this paper we derive and exploit duality in general two-stage adaptive linear optimization models. The equivalent dualized formulation we derive is again a two-stage adaptive linear optimization model. Therefore, all existing solution approaches for two-stage adaptive models can be used to solve or approximate the dual formulation. The new dualized model differs from the primal formulation in its dimension and uses a different description of the uncertainty set. We show that the optimal primal affine policy can be directly obtained fromthe optimal affine policy in the dual formulation. We provide empirical evidence that the dualized model in the context of two-stage lot-sizing on a network and two-stage facility location problems solves an order of magnitude faster than the primal formulation with affine policies. We also provide an explanation and associated empirical evidence that offer insight on which characteristics of the dualized formulation make computations faster. Furthermore, the affine policy of the dual formulations can be used to provide stronger lower bounds on the optimality of affine policies.

The traveling salesman problem with time windows (TSPTW) is the problem of finding in a weighted digraph a least-cost tour starting from a selected vertex, visiting each vertex of the graph exactly once according to a given time window, and returning to the starting vertex. This n𝒫-hard problem arises in routing and scheduling applications. This paper introduces a new tour relaxation, called ngL-tour, to compute a valid lower bound on the TSPTW obtained as the cost of a near-optimal dual solution of a problem that seeks a minimum-weight convex combination of nonnecessarily elementary tours. This problem is solved by column generation. The optimal integer TSPTW solution is computed with a dynamic programming algorithm that uses bounding functions based on different tour relaxations and the dual solution obtained. An extensive computational analysis on basically all TSPTW instances (involving up to 233 vertices) from the literature is reported. The results show that the proposed algorithm solves all but one instance and outperforms all exact methods published in the literature so far.