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Discrete Optimization: The Knapsack Problem:! Branch and Bound

The document introduces the branch and bound algorithm for solving the knapsack problem. It discusses how branch and bound works by branching the problem into subproblems and bounding the solution to each subproblem. It also discusses how relaxing constraints, such as allowing fractional values for items in the knapsack, can provide bounds to help evaluate solutions during the search.

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Alex Chen
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54 views

Discrete Optimization: The Knapsack Problem:! Branch and Bound

The document introduces the branch and bound algorithm for solving the knapsack problem. It discusses how branch and bound works by branching the problem into subproblems and bounding the solution to each subproblem. It also discusses how relaxing constraints, such as allowing fractional values for items in the knapsack, can provide bounds to help evaluate solutions during the search.

Uploaded by

Alex Chen
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Discrete

Optimization
The Knapsack Problem:!
Branch and Bound

Goals of the Lecture

Introduce branch and bound!


The value of relaxation

One-Dimensional Knapsack
maximize
subject to

45x1 + 48x2 + 35x3


5x1 + 8x2 + 3x3 10
xi 2 {0, 1} (i 2 1..3)

Exhaustive Search
x x x
? ? ?
0

x1 = 1

x1 = 0

x2 = 1

x3 = 1
3

x2 = 1

x2 = 0
2

x3 = 0
3

x3 = 1
3

x2 = 0

x3 = 0
3

x3 = 1
3

x3 = 0
3

x3 = 1
3

x3 = 0
3

x x x

x x x

x x x

x x x

x x x

x x x

x x x

x x x

1 1 1

1 1 0

1 0 1

1 0 0

0 1 1

0 1 0

0 0 1

0 0 0

Branch and Bound

Iterative two steps!


branching !
bounding!

Branching!
split the problem into a number of
subproblems!
like in exhaustive search!

Bounding!
find an optimistic estimate of the
best solution to the subproblem!
maximization: upper bound!
minimization: lower bound
5

Branch and Bound

How to find this optimistic estimate?!


Relaxation!!
!
!
!

Optimization is the art of relaxation

A Knapsack Model
maximize
subject to

45x1 + 48x2 + 35x3


5x1 + 8x2 + 3x3 10
xi 2 {0, 1} (i 2 1..3)

What can we relax?!


we can relax the capacity constraint

Depth-First Branch and Bound


i

45

48

35

K = 10
X2 = 1

X1 = 1

X1 = 0

$45!
5!
$128

$0!
10!
$83
X2 = 0

---!
-3!
---

X2 = 1

$45!
5!
$80
X3=1

$80!
2!
$80
8

Value!
Room!
Estimate

$0!
10!
$128

$0!
10!
$35

$48!
2!
$83
X3=0

$45!
5!
$45

X3=1

---!
-1!
---

X2 = 0

X3=0

$48!
2!
$48

A Knapsack Model
maximize
subject to

45x1 + 48x2 + 35x3


5x1 + 8x2 + 3x3 10
xi 2 {0, 1} (i 2 1..3)

Can we relax something else?

A Knapsack Model

What if the items are bars of Belgian chocolate?!


In that case, we could actually take a fraction
of the bar!!
!

maximize
Callebaut
!
subject to

45x1 + 48x2 + 35x3

5x1 + 8x2 + 3x3 10


0 xi 1 (i 2 1..3)

!
!

This is called the linear relaxation!


we will come back to this later in the class!
we relax the integrality requirement
10

A Knapsack Model

Can we solve a knapsack when we can


take parts of the items?!

order the items by decreasing value of Vi/Wi !


most value per kilo

maximize
subject to

45x1 + 48x2 + 35x3


5x1 + 8x2 + 3x3 10
0 xi 1 (i 2 1..3)

11

A Knapsack Model

How to solve the relaxation now?!


select the items while the capacity is not exhausted!
select a fraction of the last item!

maximize
!
subject to
!
!
!
!

45x1 + 48x2 + 35x3

5x1 + 8x2 + 3x3 10


0 xi 1 (i 2 1..3)

In this example,!

V1/W1 = 9, V2/W2 = 6, V3/W3 = 11.7!


select items 3 and 1!
select 1/4 of item 2!
estimation: 92

12

A Knapsack Model

Why is correct?
yi
let xi =
vi

maximize
subject to

P
P

y
i21..j i
wi
y
i21..j vi i

K
0 yi 1 (i 2 1..j)
13

A Knapsack Model

Of course, if the items are archeological artifacts...

14

Depth-First Branch and Bound


i

45

48

35

K = 10
X2 = 1

X1 = 1

X1 = 0

$45!
5!
$92

$0!
10!
$77
X2 = 0

---!
-3!
---

$45!
5!
$80
X3=1

$80!
2!
$80
15

Value!
Room!
Estimate

$0!
10!
$92

X3=0

$45!
5!
$45

Until Next Time

16

Citations
Stone Foundation Tablet with Inscription of Gudea - 41221 (http://commons.wikimedia.org/wiki/File:Sumerian __Stone_Foundation_Tablet_with_Inscription_of_Gudea_-_Walters_41221_-_View_A.jpg). Artist Unknown. Walters Art Museum [Public domain, CC-BY-SA-3.0
(http://creativecommons.org/licenses/by-sa/3.0 )], via Wikimedia Commons !

!
Stone Foundation Tablet with Inscription of Gudea - 41220 (http://commons.wikimedia.org/wiki/File:Sumerian_-_
Stone_Foundation_Tablet_with_an_Inscription_of_Gudea_-_Walters_41220_-_View_A.jpg). Artist Unknown. Walters Art Museum [Public domain, CC-BY-SA-3.0
(http://creativecommons.org/licenses/by-sa/3.0) via Wikimedia Commons !

!
Buddha at the Moment of Victory (http://commons.wikimedia.org/wiki/File:Thai_-_Buddha_at_the_Moment_of_Victory_-_Walters_542775.jpg ). Artist Unknown.
Walters Art Museum [Public domain, CC-BY-SA-3.0 (http://creativecommons.org/licenses/by-sa/3.0 )], via Wikimedia Commons !

!
Hoxne Hoard two gold bracelets (http://commons.wikimedia.org/wiki/File:Hoxne_Hoard_two_gold_bracelets_side.JPG) by F (http://commons.wikimedia.org/
wiki/User:F%C3%A6) [CC-BY-SA-3.0 (http://creativecommons.org/licenses/by-sa/3.0)], via Wikimedia Commons !

!
Ring with the engraved portrait of Ptolemy VI Philometor (http://commons.wikimedia.org/wiki/File:Ring_with_engraved_portrait_of_ Ptolemy_VI_Philometor_(3rd
%E2%80%932nd_century_BCE)_-_2009.jpg<http://commons.wikimedia.org/wiki/File:Ring_with_engraved_
portrait_of_Ptolemy_VI_Philometor_(3rd-2nd_century_BCE)_-_2009.jpg>) By Unknown. (Photographed by PHGCOM in 2009.) [Public domain], via Wikimedia
Commons !

!
Calice du sacre Tau (http://commons.wikimedia.org/wiki/File:Calice_du_sacre_Tau.jpg) By Vassil (http://commons.wikimedia.org/wiki/User:Vassil) (Own work)
[Public domain], via Wikimedia Commons !

17

Citations
the mask of agamemnon (http://www.flickr.com/photos/rosemania/5705122218/) by Xuan Che (http://www.flickr.com/people/rosemania/) CC BY-2.0 (http://
creativecommons.org/licenses/by/2.0/deed.en) !

!
Terracotta Warrior (http://www.flickr.com/photos/59627558@N00/4677378806/) by fixermark (http://www.flickr.com/photos/59627558@N00/) CC BY 2.0 (http://
creativecommons.org/licenses/by/2.0/deed.en)!

!
Mmmmm Chocolate [274/366] (http://www.flickr.com/photos/sackton/8041853745) by Tim Sackton (http://www.flickr.com/photos/sackton/) CC BY-SA 2.0 (http://
creativecommons.org/licenses/by-sa/2.0/deed.en)!

18

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