Multivariable Branching: A 0-1 Knapsack Problem Case Study

Abstract

We explore the benefits of multivariable branching schemes for linear-programming-based branch-and-bound algorithms for the 0-1 knapsack problem—that is, the benefits of branching on sets of variables rather than on a single variable (the current default in integer-programming solvers). We present examples where multivariable branching has advantages over single-variable branching and partially characterize situations in which this happens. Chvátal shows that for a specific class of 0-1 knapsack instances, a linear-programming-based branch-and-bound algorithm (employing a single-variable branching scheme) must explore exponentially many nodes. We show that for this class of 0-1 knapsack instances, a linear-programming-based branch-and-bound algorithm employing an appropriately chosen multivariable branching scheme explores either three or seven nodes. Finally, we investigate the performance of various multivariable branching schemes for 0-1 knapsack instances computationally and demonstrate their potential; the multivariable branching schemes explored result in smaller search trees (some in search trees that are an order of magnitude smaller), and some also result in shorter solution times. Summary of Contribution: As a powerful modeling tool, mixed-integer programming (MIP) is ubiquitous in Operations Research and is usually solved via the branch-and-bound framework. However, solving MIPs is computationally challenging in general, where branching affects the performance of solvers dramatically. In this paper, we explore the benefits of branching on multiple variables, which can be viewed as a generalization of the standard single-variable branching. We analyze its theoretical behavior on a special instance introduced by Chvátal, which is proved to be hard for single-variable branching. We also partially characterize situations in which branching on multiple variables is superior to its single-variable counterpart. Lastly, we demonstrate its potential in reducing the overall computational time and possible memory usage for storing unexplored nodes through numerical experiments on 0-1 knapsack problems.