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Integer programming as projection

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

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    File URL: http://eprints.lse.ac.uk/55426/
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    Bibliographic Info

    Paper provided by London School of Economics and Political Science, LSE Library in its series LSE Research Online Documents on Economics with number 55426.

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    Length: 23 pages
    Date of creation: Jan 2014
    Date of revision:
    Handle: RePEc:ehl:lserod:55426

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