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Table of contents
1.
Introduction
2.
What is Branch and Bound Algorithm?
3.
Core Principles of the Branch and Bound Method
4.
Essential Features of Branch and Bound Integer Programming
5.
Applications of the Branch and Bound Method in Integer Programming
6.
Importance of Branch and Bound in Algorithm Development
7.
Linking Branch and Bound and Decision Tree in Solving Complex Problems
8.
Real-world Use-cases for Branch and Bound
9.
Branch and Bound Algorithm Example
9.1.
Statement of the Problem
9.2.
Pseudocode for the Branch and Bound Algorithm
10.
Frequently Asked Questions
10.1.
Which technique solves problems faster in branch and bound?
10.2.
Can a maximization problem can be solved by branch and bound technique?
10.3.
How branch and bound is better than backtracking?
11.
Conclusion
Last Updated: Mar 27, 2024
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# Branch and Bound Algorithm

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## Introduction

Branch and bound is a method of designing algorithms commonly used to solve combinatorial optimization problems. In the worst-case scenario, these problems are typically exponential in terms of time complexity and may necessitate exploring all possible permutations. These problems are solved relatively quickly using the Branch and Bound Algorithm. It is a process that involves systematically enumerating candidate solutions through a state space search. The set of candidate solutions is considered as a tree with the full set at the root. The algorithm explores branches of this tree that represent subsets of the solution set.

## What is Branch and Bound Algorithm?

The Branch and Bound algorithm is a technique used in combinatorial optimization problems to systematically search through the space of possible solutions. It is particularly useful for solving problems where exhaustive search is not feasible due to the large number of possible solutions.

The basic idea behind Branch and Bound is to divide the problem into smaller subproblems, called branches, and then solve each subproblem using some kind of systematic search method, such as depth-first search or breadth-first search. As solutions are found for the subproblems, the algorithm keeps track of the best solution found so far, and uses this information to prune the search tree by eliminating branches that cannot possibly lead to a better solution than the current best solution.

The algorithm typically follows these steps:

1. Branching: The original problem is divided into smaller subproblems, typically by making a series of decisions or choices.
2. Bounding: For each subproblem, an upper bound on the possible solutions is calculated. This upper bound is used to determine whether the subproblem can be pruned (i.e., eliminated from further consideration) without further exploration.
3. Searching: The algorithm systematically explores the space of possible solutions, typically using depth-first search, breadth-first search, or some other search strategy.
4. Backtracking: If a subproblem cannot be pruned and does not lead to a feasible solution, the algorithm backtracks to the previous decision point and explores a different branch.
5. Updating: As solutions are found for the subproblems, the algorithm updates the current best solution found so far and adjusts the upper bounds accordingly.

The Branch and Bound algorithm continues this process until all branches have been explored or pruned, at which point the best solution found is returned as the optimal solution to the original problem.

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## Core Principles of the Branch and Bound Method

• Divide and Conquer Approach: The original problem is divided into smaller subproblems, making it more manageable.
• Systematic Exploration: Subproblems are explored systematically using techniques like depth-first search or breadth-first search.
• Upper Bound Calculation: An upper bound on the possible solutions is calculated for each subproblem, aiding in pruning the search tree.
• Pruning: Subproblems that cannot possibly lead to a better solution than the current best solution are eliminated from further consideration.
• Backtracking: If a subproblem does not lead to a feasible solution, the algorithm backtracks to explore other branches.

## Essential Features of Branch and Bound Integer Programming

• Discrete Decision Variables: Branch and Bound is particularly useful for problems where decision variables are discrete.
• Objective Function: It deals with optimization problems where an objective function needs to be maximized or minimized.
• Constraints: It considers constraints on decision variables, such as capacity constraints in knapsack problems.

## Applications of the Branch and Bound Method in Integer Programming

Branch and Bound is extensively used in various areas of integer programming, including:

1. Traveling Salesman Problem (TSP): In the TSP, the goal is to find the shortest possible route that visits each city exactly once and returns to the original city. Branch and Bound can be used to systematically explore the space of possible routes, pruning branches that are guaranteed to be suboptimal. It helps in finding an optimal solution among the exponentially large number of possible routes.
2. Knapsack Problem: The knapsack problem involves selecting a subset of items to maximize the total value while staying within a given weight constraint. Branch and Bound can be applied to search through the combinations of items, pruning branches that exceed the weight constraint or cannot lead to an optimal solution. It efficiently explores the space of possible item selections to find the optimal solution.
3. Job Scheduling: Job scheduling problems involve assigning tasks to resources over time, considering constraints such as resource availability, precedence relationships, and job durations. Branch and Bound can be used to search through the space of possible schedules, pruning branches that violate constraints or cannot lead to an optimal schedule. It helps in finding an optimal schedule that minimizes completion time or maximizes resource utilization.
4. Network Flow Optimization: Network flow optimization problems involve determining the flow of resources through a network, subject to capacity constraints and other restrictions. Branch and Bound can be employed to search for the optimal flow configuration, pruning branches that violate capacity constraints or cannot lead to an optimal flow. It helps in finding the most efficient utilization of resources in transportation, communication, and other network-based systems.
5. Facility Location Problems: Facility location problems involve deciding the locations of facilities to minimize costs or maximize coverage, considering factors such as demand, transportation costs, and facility capacities. Branch and Bound can be utilized to search for the optimal facility locations, pruning branches that exceed capacity constraints or cannot lead to an optimal solution. It assists in making strategic decisions regarding the placement of facilities such as warehouses, factories, or service centers to optimize overall system performance.

## Importance of Branch and Bound in Algorithm Development

• Efficiency: Branch and Bound efficiently handles problems with large search spaces by pruning the search tree.
• Optimality: It ensures that the optimal solution is found, given the constraints and objective function.
• Flexibility: Branch and Bound can be adapted to various optimization problems, making it a versatile technique.

## Linking Branch and Bound and Decision Tree in Solving Complex Problems

• Decision Tree Representation: Branch and Bound can be conceptualized as traversing a decision tree, where each node represents a decision point.
• Pruning Techniques: Similar pruning techniques are used in both Branch and Bound and decision tree algorithms to reduce the search space.

## Real-world Use-cases for Branch and Bound

• Logistics Optimization: Optimizing routes for delivery vehicles.
• Resource Allocation: Allocating resources efficiently in project management.
• Manufacturing Optimization: Scheduling production to minimize costs.
• Telecommunications Network Design: Optimizing the layout of communication networks.
• Portfolio Optimization: Selecting an optimal investment portfolio given various constraints and objectives.

## Branch and Bound Algorithm Example

In the below section, we are going to discuss how the job assignment problem can be solved using a branch and bound algorithm.

### Statement of the Problem

Let us begin by defining a job assignment problem. There can be N jobs and N workers in a standard version of a job assignment problem. To keep things simple, we'll use three jobs and three workers in our example:

We can assign any available job to any worker, with the caveat that if a job is posted to a worker, the other workers are not allowed to take that job. We should also note that each job has a cost, which varies from worker to worker.

The main goal here is to complete all jobs by assigning one job to each worker to minimise the total cost of all jobs.

### Pseudocode for the Branch and Bound Algorithm

Let's look at how to use a branch and bound algorithm to solve the job assignment problem.

Let's start with the pseudocode:

The input cost matrix in this instance is called MinCost, and it includes data like the number of open jobs, a list of open workers, and the cost for each job. The active nodes are tracked by the function MinCost(). The minimum cost of the active node at each level of the tree is determined by the function LeastCost(). We return the lowest-cost node after finding it and removing it from the active nodes list.

In the pseudocode, we're using the Add() function, which calculates the cost of a specific node and adds it to the list of active nodes.

Each node in the search space tree contains some information, such as cost, the total number of jobs, and the total number of workers.

We initially had mathsf3 jobs available. Employee A has the option of taking any of the available jobs. So, at the mathsf1 level, we assigned all available jobs to worker A and calculated the cost. We can see that assigning jobs mathsf2 to worker A results in the lowest cost in level mathsf1 of the search space tree. So we assign the job  A and proceed with the algorithm. "Yes" indi-prices that this is the current best price.

We still hagive open jobs after assigning the job mathsf2 to worker A. Consider worker B for a moment. To save money, we're attempting to post either job mathsf1 or job mathsf3 to worker B.

We can either assign the job mathsf1 or mathsf3 to worker B. We recheck the cost and give job mathbfmathsf1 to worker B because it is the cheapest in level mathbfmathsf2.

Finally, we trust worker C with the job mathbfmathsf3, and the optimal cost is 12.

## Frequently Asked Questions

### Which technique solves problems faster in branch and bound?

The Best First Search (BFS) technique, used in the Branch and Bound method, often solves problems faster. It prioritizes branches with promising cost estimates, leading to an expedited optimal solution discovery.

### Can a maximization problem can be solved by branch and bound technique?

Yes, the Branch and Bound technique can solve maximization problems. By establishing upper and lower bounds for the optimal solution, the technique efficiently prunes the search space, helping identify the maximum value.

### How branch and bound is better than backtracking?

Branch and Bound is often better than backtracking because it can discard many subproblems without explicitly solving them, due to its bounding function. This pruning of the search space typically makes it more efficient than backtracking.

## Conclusion

The branch and bound algorithm are one of the most commonly used algorithms optimisation problems. This topic has been thoroughly covered in this tutorial.

We've discussed when a branch and bound algorithm is the best option for a user. In addition, we presented a branch and bound algorithm for resolving the job assignment problem.

Recommended Readings:

Finally, we discussed the branch and bound algorithm's benefits and drawbacks.

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