Solution (source code)

= 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
$$
u=v=(\tfrac12,\tfrac12,1,1,\tfrac12).
$$
For every allowed arc, $u_i+v_j\leq c_{ij}$. Their total is seven. The assignment
$$
(1\to2\to5\to1)\quad\text{and}\quad(3\to4\to3)
$$
uses only tight arcs and has cost $1+1+1+2+2=7$. The minimization certificate from part (c) therefore proves
$$
\boxed{z_{\mathrm{AP,root}}=7.}
$$
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 $3\to4$ and $4\to3$, so the children $x_{34}=0$ and $x_{43}=0$ cover every possible tour. They may overlap, which does not invalidate the bounds.

For the child $x_{34}=0$, use
$$
u=(\tfrac12,\tfrac12,\tfrac52,1,\tfrac12),\qquad
v=(\tfrac12,\tfrac12,1,\tfrac52,\tfrac12).
$$
These satisfy $u_i+v_j\leq c_{ij}$ on every allowed arc of that child and sum to ten. The tour
$$
\boxed{1\to2\to5\to4\to3\to1}
$$
has cost $1+1+3+2+3=10$ and uses tight arcs, certifying that the child assignment bound is exactly ten.

For the child $x_{43}=0$, interchange the roles of cities three and four in those potentials. Its lower bound is again ten, attained by
$$
\boxed{1\to3\to4\to5\to2\to1}
$$
with cost $3+2+3+1+1=10$. Thus both first-level assignment optima are already tours.

There is a useful direct interpretation of the improved bound. Split the cities into $A=\{1,2,5\}$ and $B=\{3,4\}$. A forbidden arc of the two-cycle forces an assignment arc from $B$ to $A$, and balance forces at least one from $A$ to $B$. Relative to the root potentials, each crossing arc has reduced cost $3-3/2=3/2$, so any child assignment costs at least $7+2(3/2)=10$.

The first branching therefore completes the search: each child's lower bound equals a feasible tour value. Hence
$$
\boxed{z_{\mathrm{TSP}}=10.}
$$

\Image[/past-exam-of-the-integer-programming-course-of-the-university-of-oxford/2011-assignment-branching.png]
{title=The root cycle cover and the two tours that certify the first branching bounds}
{description=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.}