Open main menu
Home
Random
Recent changes
Special pages
Community portal
Preferences
About Wikipedia
Disclaimers
Incubator escapee wiki
Search
User menu
Talk
Dark mode
Contributions
Create account
Log in
Editing
Integer programming
(section)
Warning:
You are not logged in. Your IP address will be publicly visible if you make any edits. If you
log in
or
create an account
, your edits will be attributed to your username, along with other benefits.
Anti-spam check. Do
not
fill this in!
===Using total unimodularity=== While in general the solution to LP relaxation will not be guaranteed to be integral, if the ILP has the form <math>\max\mathbf{c}^\mathrm{T} \mathbf{x}</math> such that <math>A\mathbf{x} = \mathbf{b}</math> where <math>A</math> and <math>\mathbf{b}</math> have all integer entries and <math>A</math> is [[unimodular matrix#Total unimodularity|totally unimodular]], then every [[basic feasible solution]] is integral. Consequently, the solution returned by the [[simplex algorithm]] is guaranteed to be integral. To show that every basic feasible solution is integral, let <math>\mathbf{x}</math> be an arbitrary basic feasible solution . Since <math>\mathbf{x}</math> is feasible, we know that <math>A\mathbf{x}=\mathbf{b}</math>. Let <math>\mathbf{x}_0=[x_{n_1},x_{n_2},\cdots,x_{n_j}]</math> be the elements corresponding to the basis columns for the basic solution <math>\mathbf{x}</math>. By definition of a basis, there is some square submatrix <math>B</math> of <math>A</math> with linearly independent columns such that <math>B\mathbf{x}_0=\mathbf{b}</math>. Since the columns of <math>B</math> are linearly independent and <math>B</math> is square, <math>B</math> is nonsingular, and therefore by assumption, <math>B</math> is [[unimodular matrix|unimodular]] and so <math>\det(B)=\pm1</math>. Also, since <math>B</math> is nonsingular, it is invertible and therefore <math>\mathbf{x}_0=B^{-1}\mathbf{b}</math>. By definition, <math>B^{-1}=\frac{B^\mathrm{adj}}{\det(B)}=\pm B^\mathrm{adj}</math>. Here <math>B^\mathrm{adj}</math> denotes the [[Adjugate matrix|adjugate]] of <math>B</math> and is integral because <math>B</math> is integral. Therefore, <math display=block> \begin{align} &\Rightarrow B^{-1}=\pm B^\mathrm{adj} \text{ is integral.} \\ &\Rightarrow \mathbf{x}_0=B^{-1}b \text{ is integral.} \\ &\Rightarrow \text{Every basic feasible solution is integral.} \end{align} </math> Thus, if the matrix <math>A</math> of an ILP is totally unimodular, rather than use an ILP algorithm, the simplex method can be used to solve the LP relaxation and the solution will be integer.
Edit summary
(Briefly describe your changes)
By publishing changes, you agree to the
Terms of Use
, and you irrevocably agree to release your contribution under the
CC BY-SA 4.0 License
and the
GFDL
. You agree that a hyperlink or URL is sufficient attribution under the Creative Commons license.
Cancel
Editing help
(opens in new window)