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6. Relaxations of integer programs Version: 28-11-2010
 

Summary: 6. Relaxations of integer programs
Version: 28-11-2010
Material
Some topics are also treated in [FKS].
Contents: We consider LP-, Lagrangian-, semidefinite
programming- and completely positive programming
relaxations.
CO p 1
6.1 0-1 programs:
LP- and (partial) Lagrange relaxation
Given the integer program: (with Q 0)
(IP) min
x
xT Qx + 2cT x s.t.
Ax b, Bx d,
x {0, 1}n
with min-value v(IP) and feasible set F(IP).
LP relaxation
(LP) min
x

  

Source: Al Hanbali, Ahmad - Department of Applied Mathematics, Universiteit Twente

 

Collections: Engineering