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Linear programming relaxation information


A (general) integer program and its LP-relaxation

In mathematics, the relaxation of a (mixed) integer linear program is the problem that arises by removing the integrality constraint of each variable.

For example, in a 0–1 integer program, all constraints are of the form

.

The relaxation of the original integer program instead uses a collection of linear constraints

The resulting relaxation is a linear program, hence the name. This relaxation technique transforms an NP-hard optimization problem (integer programming) into a related problem that is solvable in polynomial time (linear programming); the solution to the relaxed linear program can be used to gain information about the solution to the original integer program.

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Linear programming relaxation

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the solution to the original integer program. Consider the set cover problem, the linear programming relaxation of which was first considered by Lovász...

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Linear programming

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and objective are represented by linear relationships. Linear programming is a special case of mathematical programming (also known as mathematical optimization)...

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Integer programming

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integer linear programming (ILP), in which the objective function and the constraints (other than the integer constraints) are linear. Integer programming is...

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Fractional coloring

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the linear programming relaxation of traditional graph coloring. Indeed, fractional coloring problems are much more amenable to a linear programming approach...

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Dual linear program

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(optimization) Semidefinite programming Relaxation (approximation) Gärtner, Bernd; Matoušek, Jiří (2006). Understanding and Using Linear Programming. Berlin: Springer...

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Branch and cut

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cutting planes to tighten the linear programming relaxations. Note that if cuts are only used to tighten the initial LP relaxation, the algorithm is called...

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Lagrangian relaxation

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Lagrangian Relaxation for mixed-integer linear programming," Scientific Reports. 12: 22417, doi:10.1038/s41598-022-26264-1 Neal Young, Lagrangian Relaxation Example...

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List of numerical analysis topics

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Relaxation (approximation) — approximating a given problem by an easier problem by relaxing some constraints Lagrangian relaxation Linear programming...

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Approximation algorithm

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appropriate rounding. The popular relaxations include the following. Linear programming relaxations Semidefinite programming relaxations Primal-dual methods Dual...

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Branch and price

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added to the linear programming relaxation (LP relaxation). At the start of the algorithm, sets of columns are excluded from the LP relaxation in order to...

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Protein design

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large instances of protein design problems. These solvers use a linear programming relaxation of the problem, where qi and qij are allowed to take continuous...

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Maximum disjoint set

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pseudo-disks-set with n objects and union complexity u. Using linear programming relaxation, it is possible to find a disjoint set of size at least n u...

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Randomized rounding

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solved as an integer linear program (ILP). Compute an optimal fractional solution x {\displaystyle x} to the linear programming relaxation (LP) of the ILP...

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Semidefinite programming

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Semidefinite programming (SDP) is a subfield of mathematical programming concerned with the optimization of a linear objective function (a user-specified...

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List of named matrices

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and superdiagonals. Linear independence — two or more vectors are linearly independent if there is no way to construct one from linear combinations of the...

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Vertex cover

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algorithm for the minimum vertex cover problem. Furthermore, the linear programming relaxation of that ILP is half-integral, that is, there exists an optimal...

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Convex optimization

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4  Linear programming problems are the simplest convex programs. In LP, the objective and constraint functions are all linear. Quadratic programming are...

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Interval scheduling

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approximation for the weighted case. Using the technique of Linear programming relaxation, it is possible to approximate the optimal scheduling with slightly...

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Jacobi method

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over-relaxation Iterative method § Linear systems Gaussian Belief Propagation Matrix splitting Saad, Yousef (2003). Iterative Methods for Sparse Linear Systems...

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Quadratically constrained quadratic program

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second-order cone programming (SOCP) and linear programming (LP) relaxations providing the same objective value as the SDP relaxation are available. Nonconvex...

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Steiner tree problem

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{\displaystyle \ln(4)+\varepsilon \leq 1.39} approximation using a linear programming relaxation and a technique called iterative, randomized rounding. The general...

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Couenne

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branch-and-bound where every subproblem is solved by constructing a linear programming relaxation to obtain a lower bound. Branching may occur at both continuous...

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Generalized assignment problem

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generalized assignment problem is NP-hard, However, there are linear-programming relaxations which give a ( 1 − 1 / e ) {\displaystyle (1-1/e)} -approximation...

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