Solution

ID: past-exam-of-the-integer-programming-course-of-the-university-of-oxford/2011/3/d/solution

Use the minimization form in this part. Treat every diagonal arc as forbidden, not as a zero-cost loop. The assignment relaxation of the travelling salesman problem requires one incoming and one outgoing arc at each city but permits several disjoint directed cycles. Its optimum is a lower bound on the tour optimum.
At the root choose
For every allowed arc, . Their total is seven. The assignment
uses only tight arcs and has cost . The minimization certificate from part (c) therefore proves
It is not a tour, because it has a three-cycle and a two-cycle.
Branch on the two-cycle. Every five-city tour omits at least one of and , so the children and cover every possible tour. They may overlap, which does not invalidate the bounds.
For the child , use
These satisfy on every allowed arc of that child and sum to ten. The tour
has cost and uses tight arcs, certifying that the child assignment bound is exactly ten.
For the child , interchange the roles of cities three and four in those potentials. Its lower bound is again ten, attained by
with cost . Thus both first-level assignment optima are already tours.
There is a useful direct interpretation of the improved bound. Split the cities into and . A forbidden arc of the two-cycle forces an assignment arc from to , and balance forces at least one from to . Relative to the root potentials, each crossing arc has reduced cost , so any child assignment costs at least .
The first branching therefore completes the search: each child's lower bound equals a feasible tour value. Hence
Figure 1.
The root cycle cover and the two tours that certify the first branching bounds
. Original directed-cycle diagrams. The root assignment consists of the 1-2-5 cycle and the 3-4 cycle and has cost seven. Forbidding either orientation of the latter cycle gives a child assignment bound of ten, attained by a five-city tour. Details.

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