Abstract
The 0/1 knapsack polytope is the convex hull of all 0/1 vectors that satisfy a given single linear inequality with non-negative coefficients. This paper provides a comprehensive overview of knapsack polytopes. We discuss basic polyhedral properties, (lifted) cover and other valid inequalities, cases for which complete linear descriptions are known, geometric properties for small dimensions, and connections to independence systems. We also discuss the generalization to (mixed-)integer knapsack polytopes and variants.
Similar content being viewed by others
Notes
It is easy to construct examples in which \(a^\top x \le \beta \) does not support \(P^{a,\beta }\) (defines a face of dimension \(-1\)), e.g., \(2\, x_1 + 2\, x_2 \le 3\).
We could not access this reference online.
We could not access Boccia’s article online.
This question has already been posed by Van Vyve and Wolsey (2006).
Johnson and Padberg also treat the related case of \(K_{\mathrm {GUB}}\) with continuous variables.
Note that complementing variables does not necessarily yield a set \(K_{\mathrm {GUB}}\) with the same \(Q_i\).
References
Achterberg, T., & Wunderling, R. (2013). Mixed integer programming: Analyzing 12 years of progress. In M. Jünger & G. Reinelt (Eds.), Facets of combinatorial optimization (pp. 449–481). Berlin: Springer.
Aichholzer, O. (2000). Extremal properties of 0/1-polytopes of dimension 5. In G. Ziegler & G. Kalai (Eds.), Polytopes—Combinatorics and computation (pp. 111–130). Basel: Birkhäuser.
Amado, L., & Barcia, P. (1993). Matroidal relaxations for 0–1 knapsack problems. Operations Research Letters, 14, 147–152.
Aráoz, J., Evans, L., Gomory, R. E., & Johnson, E. L. (2003). Cyclic group and knapsack facets. Mathematical Programming, 96, 377–408.
Atamtürk, A. (2003). On the facets of the mixed-integer knapsack polyhedron. Mathematical Programming, 98, 145–175.
Atamtürk, A. (2005). Cover and pack inequalities for (mixed) integer programming. Annals of Operations Research, 139, 21–38.
Avella, P., Boccia, M., & Vasilyev, I. L. (2010). A computational study of exact knapsack separation for the generalized assignment problem. Computational Optimization and Applications, 45, 543–555.
Avella, P., Boccia, M., & Vasilyev, I. L. (2013). Computational testing of a separation procedure for the knapsack set with a single continuous variable. INFORMS Journal on Computing, 24, 165–171.
Bader, J., Hildebrand, R., Weismantel, R., & Zenklusen, R. (2018). Mixed integer reformulations of integer programs and the affine TU-dimension of a matrix. Mathematical Programming, 169, 565–584.
Balas, E. (1975). Facets of the knapsack polytope. Mathematical Programming, 8, 146–164.
Balas, E., & Ng, S. M. (1989). On the set covering polytope. I. All the facets with coefficients in \(\{0,1,2\}\). Mathematical Programming, 43, 57–69.
Balas, E., & Zemel, E. (1978). Facets of the knapsack polytope from minimal covers. SIAM Journal on Applied Mathematics, 34, 119–148.
Balas, E., & Zemel, E. (1984). Lifting and complementing yields all the facets of positive zero–one programming polytopes. In R. Cottle, M. L. Kelmanson, & B. Korte (Eds.), Mathematical programming: Proceedings of the international congress on mathematical programming, Rio de Janeiro, Brazil, 1981 (pp. 13–24). Amsterdam: North-Holland.
Bektas, T., & Oğuz, O. (2007). On separating cover inequalities for the multidimensional knapsack problem. Computers & Operations Research, 34, 1771–1776.
Bienstock, D. (1996). Computational study of a family of mixed-integer quadratic programming problems. Mathematical Programming, 74, 121–140.
Bienstock, D. (2008). Approximate formulations for 0–1 knapsack sets. Operations Research Letters, 36, 317–320.
Boccia, M. (2006). Using exact knapsack separation for the single-source capacitated facility location problem. Technical Report, Department of Engineering, University of Sannio.
Boyd, E. A. (1992). A pseudopolynomial network flow formulation for exact knapsack separation. Networks, 22, 503–514.
Boyd, E. A. (1993a). Generating Fenchel cutting planes for knapsack polyhedra. SIAM Journal on Optimization, 3, 734–750.
Boyd, E. A. (1993b). Polyhedral results for the precedence-constrained knapsack problem. Discrete Applied Mathematics, 41, 185–201.
Boyd, E. A. (1994). Fenchel cutting planes for integer programs. Operations Research, 42, 53–64.
Bradley, G. H. (1971). Transformation of integer programs to knapsack problems. Discrete Mathematics, 1, 29–45.
Bradley, G. H., Hammer, P. L., & Wolsey, L. A. (1974). Coefficient reduction for inequalities in 0–1 variables. Mathematical Programming, 7, 263–282.
Cerdeira, J. O., & Barcia, P. (1995). When is a 0–1 knapsack a matroid? Portugaliae Mathematica, 52, 475–480.
Ceria, S., Cordier, C., Marchand, H., & Wolsey, L. A. (1998). Cutting planes for integer programs with general integer variables. Mathematical Programming, 81, 201–214.
Chen, W.-K., & Dai, Y.-H. (2019). On the complexity of sequentially lifting cover inequalities for the knapsack polytope. Technical Report 1811.10010v2, arXiv.
Chvátal, V., & Hammer, P. L. (1975). Aggregation of inequalities in integer programming. Technical Report, Stanford University, Stanford, CA, USA.
Conforti, M., Cornuéjols, G., & Zambelli, G. (2010). Extended formulations in combinatorial optimization. 4OR: A Quarterly Journal of Operations Research, 8, 1–48.
Conforti, M., & Laurent, M. (1988). On the facial structure of independence system polyhedra. Mathematics of Operations Research, 13, 543–555.
Crowder, H., Johnson, E. L., & Padberg, M. (1983). Solving large-scale zero-one linear programming problems. Operations Research, 31, 803–834.
Dahl, G., & Foldnes, N. (2003). Complete description of a class of knapsack polytopes. Operations Research Letters, 31, 335–340.
Dantzig, G. B. (1957). Discrete-variable extremum problems. Operations Research, 5, 266–288.
de Farias Jr, I. R., & Nemhauser, G. L. (2003). A polyhedral study of the cardinality constrained knapsack problem. Mathematical Programming, 96, 439–467.
Dietrich, B., & Escudero, L. (1992). On tightening cover induced inequalities. European Journal of Operational Research, 60, 335–343.
Dyer, M. (2003). Approximate counting by dynamic programming. In: Proceedings of the 35th ACM symposium on theory of computing (pp. 693–699). New York: ACM.
Easton, T., & Gutierrez, T. (2015). Sequential lifting of general integer variables for integer programs. Industrial Engineering and Management, 4, 158.
Easton, T., & Hooker, K. (2008). Simultaneously lifting sets of binary variables into cover inequalities for knapsack polytopes. Discrete Optimization, 5, 254–261.
Easton, T., Hooker, K., & Lee, E. K. (2003). Facets of the independent set polytope. Mathematical Programming, 98, 177–199.
Edmonds, J. (1971). Matroids and the greedy algorithm. Mathematical Programming, 1, 127–136.
Faenza, Y., & Sanità, L. (2015). On the existence of compact \(\varepsilon \)-approximated formulations for knapsack in the original space. Operations Research Letters, 43, 339–342.
Ferreira, C. E. (1994). On combinatorial optimization problems arising in computer systems design. Ph.D. thesis, TU Berlin.
Ferreira, C. E., Martin, A., & Weismantel, R. (1996). Solving multiple knapsack problems by cutting planes. SIAM Journal on Optimization, 6, 858–877.
Fukasawa, R. (2008). Single-row mixed-integer programs: Theory and computations. Ph.D. thesis, Georgia Institute of Technology.
Fukasawa, R., & Goycoolea, M. (2011). On the exact separation of mixed integer knapsack cuts. Mathematical Programming, 128, 19–41.
Gabrel, V., & Minoux, M. (2002). A scheme for exact separation of extended cover inequalities and application to multidimensional knapsack problems. Operations Research Letters, 30, 252–264.
Gawrilow, E., & Joswig, M. (2000). polymake: A framework for analyzing convex polytopes. In G. Kalai & G. M. Ziegler (Eds.), Polytopes—Combinatorics and computation (Oberwolfach, 1997). DMV seminars (Vol. 29, pp. 43–73). Basel: Birkhäuser.
Geist, D., & Rodin, E. Y. (1992). Adjacency of the 0–1 knapsack problem. Computers & Operations Research, 19, 797–800.
Giles, R., & Kannan, R. (1980). A characterization of threshold matroids. Discrete Mathematics, 30, 181–184.
Gillmann, R., & Kaibel, V. (2006). Revlex-initial 0/1-polytopes. Journal of Combinatorial Theory, Series A, 113, 799–821.
Glover, F. (1973). Unit coefficient inequalities for zero-one programming. Technical Report, University of Colorado.
Glover, F., & Sherali, H. D. (2008). Second-order cover inequalities. Mathematical Programming, 114, 207–234.
Glover, F., Sherali, H. D., & Lee, Y. (1997). Generating cuts from surrogate constraint analysis for zero-one and multiple choice programming. Computational Optimization and Applications, 8, 151–172.
Gokce, E. I., & Wilhelm, W. E. (2015). Valid inequalities for the multi-dimensional multiple-choice 0–1 knapsack problem. Discrete Optimization, 17, 25–54.
Gottlieb, E. S., & Rao, M. R. (1988). Facets of the knapsack polytope derived from disjoint and overlapping index configurations. Operations Research Letters, 7, 95–100.
Gottlieb, E. S., & Rao, M. R. (1990a). \((1, k)\)-configuration facets for the generalized assignment problem. Mathematical Programming, 46, 53–60.
Gottlieb, E. S., & Rao, M. R. (1990b). The generalized assignment problem: Valid inequalities and facets. Mathematical Programming, 46, 31–52.
Goycoolea, M. (2006). Cutting planes for large mixed integer programming models. Ph.D. thesis, Georgia Institute of Technology.
Gu, Z. (1995). Lifted cover inequalities for 0–1 and mixed 0–1 integer programs. Ph.D. thesis, Georgia Institute of Technology.
Gu, Z., Nemhauser, G. L., & Savelsbergh, M. W. P. (1998). Lifted cover inequalities for 0–1 integer programs: Computation. INFORMS Journal on Computing, 10, 427–437.
Gu, Z., Nemhauser, G. L., & Savelsbergh, M. W. P. (1999a). Lifted cover inequalities for 0–1 integer programs: Complexity. INFORMS Journal on Computing, 11, 117–123.
Gu, Z., Nemhauser, G. L., & Savelsbergh, M. W. P. (1999b). Lifted flow cover inequalities for mixed 0–1 integer programs. Mathematical Programming, 85, 439–467.
Gu, Z., Nemhauser, G. L., & Savelsbergh, M. W. P. (2000). Sequence independent lifting in mixed integer programming. Journal of Combinatorial Optimization, 4, 109–129.
Gupte, A. (2016). Convex hulls of superincreasing knapsacks and lexicographic orderings. Discrete Applied Mathematics, 201, 150–163.
Hammer, P. L., Johnson, E. L., & Peled, U. N. (1975). Facet of regular 0–1 polytopes. Mathematical Programming, 8, 179–206.
Hammer, P. L., Johnson, E. L., & Peled, U. N. (1977). The role of master polytopes in the unit cube. SIAM Journal on Applied Mathematics, 32, 711–716.
Hammer, P. L., & Peled, U. N. (1982). Computing low-capacity 0–1 knapsack polytopes. Zeitschrift für Operations Research, 26, 243–249.
Hartmann, M. (1994). Cutting planes and the sequential knapsack problem. Technical Report, TR-94/10, University of North Carolina.
Hartvigsen, D., & Zemel, E. (1992). The complexity of lifted inequalities for the knapsack problem. Discrete Applied Mathematics, 39, 113–123.
Hayes, A. C., & Larman, D. G. (1982). The vertices of the knapsack polytope. Discrete Applied Mathematics, 6, 135–138.
Hickman, R., & Easton, T. (2015a). Merging valid inequalities over the multiple knapsack polyhedron. International Journal of Operational Research, 24, 214–227.
Hickman, R., & Easton, T. (2015b). On merging cover inequalities for multiple knapsack problems. Open Journal of Optimization, 4, 141–155.
Hoffman, K. L., & Padberg, M. (1991). Improving LP-representations of zero-one linear programs for branch-and-cut. INFORMS Journal on Computing, 3, 121–134.
Hojny, C. (2018). Symmetries in binary programs—A polyhedral perspective. Ph.D. thesis, TU Darmstadt.
Hojny, C., & Pfetsch, M. E. (2019). Polytopes associated with symmetry handling. Mathematical Programming, 175, 197–240.
Hunsaker, B., & Tovey, C. A. (2005). Simple lifted cover inequalities and hard knapsack problems. Discrete Optimization, 2, 219–228.
Johnson, E. L., & Padberg, M. W. (1981). A note of the knapsack problem with special ordered sets. Operations Research Letters, 1, 18–22.
Kaibel, V. (2011). Extended formulations in combinatorial optimization. Optima, 85, 2–7.
Kaibel, V., & Loos, A. (2011). Finding descriptions of polytopes via extended formulations and liftings. In A. R. Mahjoub (Ed.), Progress in combinatorial optimization. Hoboken: Wiley.
Kaparis, K., & Letchford, A. N. (2008). Local and global lifted cover inequalities for the 0–1 multidimensional knapsack problem. European Journal of Operational Research, 186, 91–103.
Kaparis, K., & Letchford, A. N. (2010). Separation algorithms for 0–1 knapsack polytopes. Mathematical Programming, 124, 69–91.
Kellerer, H., Pferschy, U., & Pisinger, D. (2004). Knapsack problems. Berlin: Springer.
Klabjan, D., Nemhauser, G., & Tovey, C. (1998). The complexity of cover inequality separation. Operations Research Letters, 23, 35–40.
Korte, B., & Vygen, J. (2012). Combinatorial optimization. Theory and algorithms, Vol. 21 of Algorithms and Combinatorics. Heidelberg: Springer.
Laurent, M. (1989). A generalization of antiwebs to independence systems and their canonical facets. Mathematical Programming, 45, 97–108.
Laurent, M., & Sassano, A. (1992). A characterization of knapsacks with the max-flow–min-cut property. Operations Research Letters, 11, 105–110.
Lee, E. K. (1997). On facets of knapsack equality polytopes. Journal of Optimization Theory and Applications, 94, 223–239.
Lee, K. (2012). Separation heuristic for the rank-1 Chvatal–Gomory inequalities for the binary knapsack problem. Journal of the Korean Institute of Industrial Engineering, 38, 74–79.
Letchford, A. N., & Souli, G. (2019). On lifted cover inequalities: A new lifting procedure with unusual properties. Operations Research Letters, 47, 83–87.
Loos, A. (2010) Describing orbitopes by linear inequalities and projection based tools. Ph.D. thesis, University of Magdeburg.
Loos, A. (2011). Describing orbitopes by linear inequalities and projection based tools. Ph.D. thesis, Universität Magdeburg.
Louveaux, Q., & Weismantel, R. (2008). Polyhedral properties for the intersection of two knapsacks. Mathematical Programming, 113, 15–37.
Marchand, H., Martin, A., Weismantel, R., & Wolsey, L. (2002). Cutting planes in integer and mixed integer programming. Discrete Applied Mathematics, 123, 397–446.
Marchand, H., & Wolsey, L. A. (1999). The 0–1 knapsack problem with a single continuous variable. Mathematical Programming, 85, 15–33.
Marchand, H., & Wolsey, L. A. (2001). Aggregation and mixed integer rounding to solve MIPs. Operations Research, 49, 363–371.
Marcotte, O. (1985). The cutting stock problem and integer rounding. Mathematical Programming, 33, 82–92.
Martello, S., & Toth, P. (1990). Knapsack problems: Algorithms and computer implementations. Chichester: Wiley.
Martin, A. (1998). Integer programs with block structure. Habilitation thesis, TU Berlin.
Martin, A., & Weismantel, R. (1997) Contributions to general mixed integer knapsack problems. Technical Report SC-97-38, Zuse Institute Berlin.
Martin, A., & Weismantel, R. (1998). The intersection of knapsack polyhedra and extensions. In R. E. Bixby, E. A. Boyd, & R. Z. Ríos-Mercado (Eds.), Integer programming and combinatorial optimization (pp. 243–256). Berlin: Springer.
Martin, R. K., Rardin, R. L., & Campbell, B. A. (1990). Polyhedral characterization of discrete dynamic programming. Operations Research, 38, 127–138.
Mazur, D. R., & Hall, L. A. (2002). Facets of a polyhedron closely related to the integer knapsack-cover problem. Technical Report, Optimization Online. Retrieved 01, 2019, from http://www.optimization-online.org/DB_FILE/2002/10/542.pdf.
Nemhauser, G. L., & Vance, P. H. (1994). Lifted cover facets of the 0–1 knapsack polytope with GUB constraints. Operations Research Letters, 16, 255–263.
Nemhauser, G. L., & Wolsey, L. A. (1999). Integer and combinatorial optimization. New York: Wiley.
Padberg, M. W. (1975). A note on zero–one programming. Operations Research, 23, 833–837.
Padberg, M. W. (1980). \((1, k)\)-configurations and facets for packing problems. Mathematical Programming, 18, 94–99.
Papadimitriou, C., & Yannakakis, M. (1984). The complexity of facets (and some facets of complexity). Journal of Computer and System Sciences, 28, 244–259.
Papadimitriou, C. H., & Wolfe, D. (1988). The complexity of facets resolved. Journal of Computer and System Sciences, 37, 2–13.
Park, K., & Lee, K. (2011). On the separation of the rank-1 Chvatal–Gomory inequalities for the fixed-charge 0–1 knapsack polytope. Journal of the Korean OR/MS Society, 36, 43–50.
Park, K., & Park, S. (1997). Lifting cover inequalities for the precedence-constrained knapsack problem. Discrete Applied Mathematics, 72, 219–241.
Peled, U. N. (1977). Properties of facets of binary polytopes. In P. Hammer, E. Johnson, B. Korte, & G. Nemhauser (Eds.), Studies in integer programming, Vol. 1 of Annals of Discrete Mathematics (pp. 435–456). Amsterdam: Elsevier.
Pochet, Y., & Weismantel, R. (1998). The sequential knapsack polytope. SIAM Journal on Optimization, 8, 248–264.
Pochet, Y., & Wolsey, L. A. (1995). Integer knapsack and flow covers with divisible coefficients: Polyhedra, optimization and separation. Discrete Applied Mathematics, 59, 57–74.
Pokutta, S., & Vyve, M. V. (2013). A note on the extension complexity of the knapsack polytope. Operations Research Letters, 41, 347–350.
Richard, J.-P. P., de Farias Jr, I. R., & Nemhauser, G. L. (2003a). Lifted inequalities for 0–1 mixed integer programming: Basic theory and algorithms. Mathematical Programming, 98, 89–113.
Richard, J.-P. P., de Farias Jr, I. R., & Nemhauser, G. L. (2003b). Lifted inequalities for 0–1 mixed integer programming: Superlinear lifting. Mathematical Programming, 98, 115–143.
Roy, T. J. V., & Wolsey, L. A. (1986). Valid inequalities for mixed 0–1 programs. Discrete Applied Mathematics, 14, 199–213.
Sassano, A. (1989). On the facial structure of the set covering polytope. Mathematical Programming, 44, 181–202.
Schrijver, A. (1986). Theory of linear and integer programming. Chichester: Wiley.
Sherali, H. D., & Glover, F. (2008). Higher-order cover cuts from zero–one knapsack constraints augmented by two-sided bounding inequalities. Discrete Optimization, 5, 270–289.
Sherali, H. D., & Lee, Y. (1995). Sequential and simultaneous liftings of minimal cover inequalities for generalized upper bound constrained knapsack polytopes. SIAM Journal on Discrete Mathematics, 8, 133–153.
Shim, S., Chopra, S., & Cao, W. (2017). The worst case analysis of strong knapsack facets. Mathematical Programming, 162, 465–493.
Stallaert, J. I. (1997). The complementary class of generalized flow cover inequalities. Discrete Applied Mathematics, 77, 73–80.
Trick, M. A. (1992). A linear relaxation heuristic for the generalized assignment problem. Naval Research Logistics (NRL), 39, 137–151.
Tyber, S., & Johnson, E. L. (2010). A polyhedral study of the mixed integer cut. In F. Eisenbrand & F. B. Shepherd (Eds.), Integer programming and combinatorial optimization (pp. 124–134). Berlin: Springer.
van de Leensel, R. L. M. J., van Hoesel, C. P. M., & van de Klundert, J. J. (1999). Lifting valid inequalities for the precedence constrained knapsack problem. Mathematical Programming, 86, 161–185.
Van Vyve, M., & Wolsey, L. A. (2006). Approximate extended formulations. Mathematical Programming, 105, 501–522.
Vasilyev, I. L. (2009). A cutting plane method for knapsack polytope. Journal of Computer and Systems Sciences International, 48, 70–77.
Vasilyev, I. L., Boccia, M., & Hanafi, S. (2016). An implementation of exact knapsack separation. Journal of Global Optimization, 66, 127–150.
Weismantel, R. (1996). Hilbert bases and the facets of special knapsack polytopes. Mathematics of Operations Research, 21, 886–904.
Weismantel, R. (1997). On the 0/1 knapsack polytope. Mathematical Programming, 77, 49–68.
Wolsey, L. A. (1975). Faces for a linear inequality in 0–1 variables. Mathematical Programming, 8, 165–178.
Wolsey, L. A. (1976a). Technical note—Facets and strong valid inequalities for integer programs. Operations Research, 24, 367–372.
Wolsey, L. A. (1976b). Technical note—Facets and strong valid inequalities for integer programs. Operations Research, 24, 367–372.
Wolsey, L. A. (1977). Valid inequalities and superadditivity for 0–1 integer programs. Mathematics of Operations Research, 2, 66–77.
Wolsey, L. A. (1990). Valid inequalities for 0–1 knapsacks and MIPs with generalised upper bound constraints. Discrete Applied Mathematics, 29, 251–261.
Wolter, K. (2006). Implementation of cutting plane separators for mixed integer programs. Diploma thesis, TU Berlin. Retrieved 01, 2019, from https://www.zib.de/groetschel/students/Diplom-Wolter-2006.pdf.
Yaman, H. (2007). The integer knapsack cover polyhedron. SIAM J. Discrete Math., 21, 551–572.
Yan, X.-Q., & Boyd, E. A. (1998). Cutting planes for mixed-integer knapsack polyhedra. Mathematical Programming, 81, 257–262.
Zemel, E. (1978). Lifting the facets of zero-one polytopes. Mathematical Programming, 15, 268–277.
Zemel, E. (1989). Easily computable facets of the knapsack polytope. Mathematics of Operations Research, 14, 760–765.
Zeng, B., & Richard, J.-P. P. (2011a). A polyhedral study on 0–1 knapsack problems with disjoint cardinality constraints: Facet-defining inequalities by sequential lifting. Discrete Optimization, 8, 277–301.
Zeng, B., & Richard, J.-P. P. (2011b). A polyhedral study on 0–1 knapsack problems with disjoint cardinality constraints: Strong valid inequalities by sequence-independent lifting. Discrete Optimization, 8, 259–276.
Acknowledgements
We thank two anonymous referees for pointing out additional references as well as useful comments that helped to improve the paper’s structure. The authors also thank Oswin Aichholzer for making his code for accessing all equivalence classes of 0/1 polytopes in small dimensions available. Moreover, we thank Andreas Paffenholz for providing code to test whether a 0/1 polytope is a knapsack polytope as well as Michel Reiffert for fruitful discussions.
Funding
Funding was provided by DFG (SFB 666, SFB 805, TRR 154, SPP 1798).
Author information
Authors and Affiliations
Corresponding author
Additional information
Publisher's Note
Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.
Rights and permissions
About this article
Cite this article
Hojny, C., Gally, T., Habeck, O. et al. Knapsack polytopes: a survey. Ann Oper Res 292, 469–517 (2020). https://doi.org/10.1007/s10479-019-03380-2
Published:
Issue Date:
DOI: https://doi.org/10.1007/s10479-019-03380-2