Sensitivity theorems in integer linear programming

We consider integer linear programming problems with a fixed coefficient matrix and varying objective function and right-hand-side vector. Among our results, we show that, for any optimal solution to a linear program max{wx: Ax≤b}, the distance to the nearest optimal solution to the corresponding integer program is at most the dimension of the problem multiplied by the largest subdeterminant of the integral matrixA. Using this, we strengthen several integer programming ‘proximity’ results of Blair and Jeroslow; Graver; and Wolsey. We also show that the Chvátal rank of a polyhedron {x: Ax≤b} can be bounded above by a function of the matrixA, independent of the vectorb, a result which, as Blair observed, is equivalent to Blair and Jeroslow's theorem that ‘each integer programming value function is a Gomory function.’

[1]  A. Buckley,et al.  An alternate implementation of Goldfarb's minimization algorithm , 1975, Math. Program..

[2]  Martin Grötschel,et al.  The ellipsoid method and its consequences in combinatorial optimization , 1981, Comb..

[3]  Charles E. Blair,et al.  The value function of an integer program , 1982, Math. Program..

[4]  Vasek Chvátal,et al.  Edmonds polytopes and weakly hamiltonian graphs , 1973, Math. Program..

[5]  Alexander Schrijver,et al.  On total dual integrality , 1981 .

[6]  Vasek Chvátal,et al.  Edmonds polytopes and a hierarchy of combinatorial problems , 1973, Discret. Math..

[7]  A. Tucker,et al.  Linear Inequalities And Related Systems , 1956 .

[8]  Charles E. Blair,et al.  The value function of a mixed integer program: I , 1977, Discret. Math..

[9]  Bert Gerards,et al.  Matrices with the edmonds—Johnson property , 1986, Comb..

[10]  R E Gomory,et al.  ON THE RELATION BETWEEN INTEGER AND NONINTEGER SOLUTIONS TO LINEAR PROGRAMS. , 1965, Proceedings of the National Academy of Sciences of the United States of America.

[11]  R. Gomory Some polyhedra related to combinatorial problems , 1969 .

[12]  Richard M. Karp,et al.  On Linear Characterizations of Combinatorial Optimization Problems , 1982, SIAM J. Comput..

[13]  William J. Cook,et al.  On the complexity of cutting-plane proofs , 1987, Discret. Appl. Math..

[14]  J. Gathen,et al.  A bound on solutions of linear integer equalities and inequalities , 1978 .

[15]  A. Hoffman On approximate solutions of systems of linear inequalities , 1952 .

[16]  J. Stoer,et al.  Convexity and Optimization in Finite Dimensions I , 1970 .

[17]  Laurence A. Wolsey,et al.  The b-hull of an integer program , 1981, Discret. Appl. Math..

[18]  O. Mangasarian A Condition Number for Linear Inequalities and Linear Programs. , 1981 .

[19]  Ralph E. Gomory,et al.  An algorithm for integer solutions to linear programs , 1958 .

[20]  Jack E. Graver,et al.  On the foundations of linear and integer linear programming I , 1975, Math. Program..

[21]  Hendrik W. Lenstra,et al.  Integer Programming with a Fixed Number of Variables , 1983, Math. Oper. Res..

[22]  W. Pulleyblank,et al.  Total Dual Integrality and Integer Polyhedra , 1979 .

[23]  Alexander Schrijver,et al.  On Cutting Planes , 1980 .

[24]  Martin Grötschel,et al.  Geometric Methods in Combinatorial Optimization , 1984 .