The optimal objective value of the LP relaxation model of an integer programming (IP) model always gives an upper-bound to that of the IP.
Question
The optimal objective value of the LP relaxation model of an integer programming (IP) model always gives an upper-bound to that of the IP.
Solution
The statement is true. Here's why:
-
Integer Programming (IP) is a mathematical optimization program in which all the variables are constrained to be integers. This can be a complex problem due to the discrete nature of integer variables.
-
Linear Programming (LP) is a method to achieve the best outcome in a mathematical model whose requirements are represented by linear relationships. LP relaxation is a method of simplifying an IP problem by allowing the variables to take on non-integer values.
-
The optimal objective value of the LP relaxation model is the best possible outcome when the variables are allowed to be non-integer. This is typically easier to solve than the original IP problem.
-
However, because the original IP problem requires the variables to be integers, the optimal solution to the LP relaxation model may not be feasible for the IP problem.
-
Therefore, the optimal objective value of the LP relaxation model provides an upper bound to that of the IP model. This means that the best possible outcome of the IP problem cannot be better than the optimal objective value of the LP relaxation model.
-
In other words, the LP relaxation provides a best-case scenario for the IP problem. If the optimal solution to the LP relaxation model is an integer, it is also the optimal solution to the IP problem. If it is not an integer, the optimal solution to the IP problem will be less than or equal to the optimal solution of the LP relaxation model.
Similar Questions
Solving an integer programming problem by rounding off answers obtained by solving it as a linear programming problem (using Simplex LP), we find that
A feasible solution to an integer programming problem is ensured by rounding down non-integer solution values.Group of answer choicesTrueFalse
The first step in a branch and bound approach to solving integer programming problems is to
In Linear ProgrammingIn the optimal simplex table zj-cj=0 indicatesans.boundedunboundedalternative solutioninfeasible Previous Marked for Review Next
In an Linear programming problem, the restrictions or limitations under which the objective function is to be optimized are called
Upgrade your grade with Knowee
Get personalized homework help. Review tough concepts in more detail, or go deeper into your topic by exploring other relevant questions.