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Questions tagged [linear-programming]

Optimization with a linear objective function, subject to linear equality and linear inequality constraints.

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Express boolean logic operations in zero-one integer linear programming (ILP)

I have an integer linear program (ILP) with some variables $x_i$ that are intended to represent boolean values. The $x_i$'s are constrained to be integers and to hold either 0 or 1 ($0 \le x_i \le 1$). I want to express boolean operations on these…
D.W.
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Sorting as a linear program

A surprising number of problems have fairly natural reductions to linear programming (LP). See Chapter 7 of [1] for examples such as network flows, bipartite matching, zero-sum games, shortest paths, a form of linear regression, and even circuit…
Joe
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Why is Integer Linear Programming in NP?

The decision version of the problem Integar Linear Programming is the following: Input: two matrices $A\in \mathcal{M}_n(\mathbb{Z})$ and $B\in \mathcal{M}_{n,1}(\mathbb{Z})$. Question: is there a matrix $X\in \mathcal{M}_{n,1}(\mathbb{Z})$ such…
Nathaniel
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Cast to boolean, for integer linear programming

I want to express the following constraint, in an integer linear program: $$y = \begin{cases} 0 &\text{if } x=0\\ 1 &\text{if } x\ne 0. \end{cases}$$ I already have the integer variables $x,y$ and I'm promised that $-100 \le x \le 100$. How can I…
D.W.
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Are all Integer Linear Programming problems NP-Hard?

As I understand, the assignment problem is in P as the Hungarian algorithm can solve it in polynomial time - O(n3). I also understand that the assignment problem is an integer linear programming problem, but the Wikipedia page states that this is…
Matt
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Does every NP problem have a poly-sized ILP formulation?

Since Integer Linear Programming is NP-complete, there is a Karp reduction from any problem in NP to it. I thought this implied that there is always a polynomial-sized ILP formulation for any problem in NP. But I've seen papers on specific NP…
andy
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Does linear programming admit a strongly polynomial-time algorithm?

The linear programming problem: find a strongly-polynomial time algorithm which for given matrix A ∈ Rm×n and b ∈ Rm decides whether there exists x ∈ Rn with Ax ≥ b. I know that Steve Smale's lists some of the unsolved problems in mathematics. But…
Krebto
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Finding exact corner solutions to linear programming using interior point methods

The simplex algorithm walks greedily on the corners of a polytope to find the optimal solution to the linear programming problem. As a result, the answer is always a corner of the polytope. Interior point methods walk the inside of the polytope. As…
Jules
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Minimize the maximum component of a sum of vectors

I'd like to learn something about this optimization problem: For given non-negative whole numbers $a_{i,j,k}$, find a function $f$ minimizing the expression $$\max_k \sum_i a_{i,f(i),k}$$ An example using a different formulation might make it…
maaartinus
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Short and slick proof of the strong duality theorem for linear programming

Consider the linear programs \begin{array}{|ccc|} \hline Primal: & A\vec{x} \leq \vec{b} \hspace{.5cm} & \max \vec{c}^T\vec{x} \\ \hline \end{array} \begin{array}{|ccc|} \hline Dual: & \vec{c} \leq \vec{y}^TA \hspace{.5cm} & \min \vec{y}^T\vec{b}…
Kaveh
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Finding all solutions to an integer linear programming (ILP) problem

My problem is to find all integer solutions to an ILP. As an example, I'm using an ILP with two variables, but I may have more than two variables. I describe the method I currently use to solve this problem near the end, but I'm interested in…
resyst
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Known facets of the Travelling Salesman Problem polytope

For the branch-and-cut method, it is essential to know many facets of the polytopes generated by the problem. However, it is currently one of the hardest problems to actually calculate all facets of such polytopes as they rapidly grow in size. For…
stefan
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Maximum matching with social distancing

Let $G = (X\cup Y, E)$ be a bipartite graph. Suppose $X$ contains people, $Y$ contains seats in a theatre, and each edge $(x,y)$ has a weight representing how much person $x$ is willing to pay for seat $y$. The goal is to find a maximum-weight…
Erel Segal-Halevi
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Linear programming with absolute values

I know that sometimes we can use absolute values into the objective functions or constraints. Is it always possible to use them, anywhere ? Example of use of absolute values: Minimize |a+b+c| + |a-c| s.t. |a| + b > 3 | |a| - |b| | <= 5 | |b| - 3…
permanganate
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Formulating shortest path as submodular minimization

I'm curious about the general question of whether any combinatorial optimization problem with polynomial time solution can necessarily be reformulated as minimizing a submodular function. The answer is probably negative. But my problem at hand is…
user306101
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