On the generation of Metric TSP instances with a large integrality gap by branch-and-cut

TL;DR

This paper presents a computational approach to generate metric TSP instances with large integrality gaps using an integer programming formulation and a branch-and-cut algorithm, resulting in challenging instances for TSP solvers.

Contribution

The paper introduces IH-OPT, a novel integer programming method for creating metric TSP instances with large integrality gaps, and provides a library of challenging instances.

Findings

Effective generation of hard TSP instances with large integrality gaps.

The method produces instances that challenge the Concorde solver.

Release of the Hard-TSPLIB library of difficult TSP instances.

Abstract

This paper introduces a computational method for generating metric Travelling Salesman Problem (TSP) instances having a large integrality gap. The method is based on the solution of an integer programming problem, called IH-OPT, that takes as input a fractional solution of the Subtour Elimination Problem (SEP) on a TSP instance and computes a TSP instance having an integrality gap larger than or equal to the integrality gap of the first instance. The decision variables of IH-OPT are the entries of the TSP cost matrix, and the constraints are defined by the intersection of the metric cone with an exponential number of inequalities, one for each possible TSP tour. Given the very large number of constraints, we have implemented a branch-and-cut algorithm for solving IH-OPT. Then, by sampling cost vectors over the metric polytope and by solving the corresponding SEP, we can generate random fractional vertices of the SEP polytope. If we solve the IH-OPT problem for every sampled vertex using our branch-and-cut algorithm, we can select the generated TSP instance (i.e., cost vector), yielding the longest runtime for Concorde, the state-of-the-art TSP solver. Our computational results show that our method is very effective in producing challenging instances. As a by-product, we release the Hard-TSPLIB, a library of 41 small metric TSP instances which have a large integrality gap and are challenging in terms of runtime for Concorde.