Investigation of k-rationality & cutting plane methods in sequentially connected 2D assignment problems
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Examensarbete för masterexamen
Master's Thesis
Master's Thesis
Model builders
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Abstract
Integer linear optimization problems are generally difficult to solve efficiently due to
the discrete nature of their solution spaces. A common approach to address these
difficulties is to relax the integrality constraints, solve a continuous optimization
problem, and utilize different methods to recover near-optimal integer solutions’.
This thesis explores the usage of such approaches in the context of the Time-extended
Generalised Optimal Sub-Pattern Assignment (TGOSPA) metric—a performance
measure for the evaluation of multiple object tracking algorithms. Specifically, this
can be seen as examining a binary sequentially connected 2D assignment problem
where the binary requirement has been relaxed. Two primary methods for recovering
binary optimal solutions are considered; one based on the concept of k-rationality
and the other on using different cutting plane methods derived from fractional Gomory
cuts. The results suggests that k-rationality is numerically unsuitable for this
specific problem, and that the Gomory-based cutting methods lack performance
consistency.
Finally, an outline of several different directions for future research, based on the
observations made in this thesis, is presented.
Description
Keywords
Optimization, Sequential assignment problem, Mixed Binary Linear Program, LP-relaxation, TGOSPA, k-rational, Cutting plane methods, Gomory cuts
