Polyhedral results for the Cardinality Constrained Multi-cycle Problem (CCMcP) and the Cardinality Constrained Cycles and Chains Problem (CCCCP)

In recent years, there has been studies on the cardinality constrained multi-cycle problems on directed graphs, some of which considered chains co-existing on the same digraph whilst others did not. These studies were inspired by the optimal matching of kidneys known as the Kidney Exchange Problem (KEP). In a KEP, a vertex on the digraph represents a donor-patient pair who are related, though the kidney of the donor is incompatible to the patient. When there are multiple such incompatible pairs in the kidney exchange pool, the kidney of the donor of one incompatible pair may in fact be compatible to the patient of another incompatible pair. If Donor A’s kidney is suitable for Patient B, and vice versa, then there will be arcs in both directions between Vertex A to Vertex B. Such exchanges form a 2-cycle. There may also be cycles involving 3 or more vertices. As all exchanges in a kidney exchange cycle must take place simultaneously, (otherwise a donor can drop out from the program once his/her partner has received a kidney from another donor), due to logistic and human resource reasons, only a limited number of kidney exchanges can occur simultaneously, hence the cardinality of these cycles are constrained. In recent years, kidney exchange programs around the world have altruistic donors in the pool. A sequence of exchanges that starts from an altruistic donor forms a chain instead of a cycle. We therefore have two underlying combinatorial optimization problems: Cardinality Constrained Multi-cycle Problem (CCMcP) and the Cardinality Constrained Cycles and Chains Problem (CCCCP). The objective of the KEP is either to maximize the number of kidney matches, or to maximize a certain weighted function of kidney matches. In a CCMcP, a vertex can be in at most one cycle whereas in a CCCCP, a vertex can be part of (but in no more than) a cycle or a chain. The cardinality of the cycles are constrained in all studies. The cardinality of the chains, however, are considered unconstrained in some studies, constrained but larger than that of cycles, or the same as that of cycles in others. Although the CCMcP has some similarities to the ATSP- and VRP-family of problems, there is a major difference: strong subtour elimination constraints are mostly invalid for the CCMcP, as we do allow smaller subtours as long as they do not exceed the size limit. The CCCCP has its distinctive feature that allows chains as well as cycles on the same directed graph. Hence, both the CCMcP and the CCCCP are interesting and challenging combinatorial optimization problems in their own rights. Most existing studies focused on solution methodologies, and as far as we aware, there is no polyhedral studies so far. In this paper, we will study the polyhedral structure of the natural arc-based integer programming models of the CCMcP and the CCCCP, both containing exponentially many constraints. We do so to pave the way for studying strong valid cuts we have found that can be applied in a Lagrangean relaxation-based branch-and-bound framework where at each node of the branch-and-bound tree, we may be able to obtain a relaxation that can be solved in polynomial time, with strong valid cuts dualized into the objective function and the dual multipliers optimised by subgradient optimisation.