Decomposing matrices into blocks

被引:41
作者
Borndörfer, R
Ferreira, CE
Martin, A
机构
[1] Konrad Zuse Zentrum Berlin, D-14195 Berlin, Germany
[2] Univ Sao Paulo, BR-05508970 Sao Paulo, Brazil
关键词
block structure of a sparse matrix; matrix decomposition; integer programming; polyhedral combinatorics; cutting planes;
D O I
10.1137/S1052623497318682
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
In this paper we investigate whether matrices arising from linear or integer programming problems can be decomposed into so-called bordered block diagonal form. More precisely, given some matrix A, we try to assign as many rows as possible to some number beta of blocks of size kappa such that no two rows assigned to different blocks intersect in a common column. Bordered block diagonal form is desirable because it can guide and speed up the solution process for linear and integer programming problems. We show that various matrices from the linear programming and mixed integer programming libraries Netlib and Miplib can indeed be decomposed into this form by computing optimal decompositions or decompositions with proven quality. These computations are done with a branch-and-cut algorithm based on polyhedral investigations of the matrix decomposition problem. In practice, however, one would use heuristics to find a good decomposition. We present several heuristic ideas and test their performance. Finally, we investigate the usefulness of optimal matrix decompositions into bordered block diagonal form for integer programming by using such decompositions to guide the branching process in a branch-and-cut code for general mixed integer programs.
引用
收藏
页码:236 / 269
页数:34
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