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Integer programming as projection

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  • Williams, H. Paul
  • Hooker, J. N.

Abstract

We generalise polyhedral projection (Fourier-Motzkin elimination) to integer programming (IP) and derive from this an alternative perspective on IP that parallels the classical theory. We first observe that projection of an IP yields an IP augmented with linear congruence relations and finite-domain variables, which we term a generalised IP. The projection algorithm can be converted to a branch-and-bound algorithm for generalised IP in which the search tree has bounded depth (as opposed to conventional branching, in which there is no bound). It also leads to valid inequalities that are analogous to Chv´atal-Gomory cuts but are derived from congruences rather than rounding, and whose rank is bounded by the number of variables. Finally, projection provides an alternative approach to IP duality. It yields a value function that consists of nested roundings as in the classical case, but in which ordinary rounding is replaced by rounding to the nearest multiple of an appropriate modulus, and the depth of nesting is again bounded by the number of variables.

Suggested Citation

  • Williams, H. Paul & Hooker, J. N., 2014. "Integer programming as projection," LSE Research Online Documents on Economics 55426, London School of Economics and Political Science, LSE Library.
  • Handle: RePEc:ehl:lserod:55426
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    File URL: http://eprints.lse.ac.uk/55426/
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    References listed on IDEAS

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    1. Williams, H. P., 2013. "The general solution of a mixed integer linear programme over a cone," LSE Research Online Documents on Economics 49681, London School of Economics and Political Science, LSE Library.
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    More about this item

    JEL classification:

    • R14 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Land Use Patterns
    • J01 - Labor and Demographic Economics - - General - - - Labor Economics: General

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