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Integer programming

An integer programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers. In many settings the term refers to integer linear programming, which is also known as mixed integer programming when some but not all the variables are restricted to be integers.

Integer programming is NP-hard. A special case, 0-1 integer linear programming, in which unknowns are binary, is one of the Karp's 21 NP-complete problems. However, integer programs with a constant number of variables may be solved in linear time as an LP-type problem.[1][2] In variable dimension, iterative methods using the Graver basis of the matrix defining the system, enable the solution of broad classes of linear and nonlinear integer programming problems in polynomial time [3], and provide a parametrization of all integer programming problems.

References

  1. ^ Matoušek, Jiří; Sharir, Micha; Welzl, Emo (1996), "A subexponential bound for linear programming", Algorithmica 16: 498–516, doi:10.1007/BF01940877, http://www.inf.ethz.ch/personal/emo/PublFiles/SubexLinProg_ALG16_96.pdf .
  2. ^ Aardal, Karen; Eisenbrand, Friedrich (2005), "Integer Programming, Lattices, and Results in Fixed Dimension", in Aardal, K.; Nemhauser, G.L.; Weismantel, R., Discrete Optimization, Handbooks in Operations Research and Management Science, 12, Elsevier, pp. 171–243, doi:10.1016/S0927-0507(05)12004-0, http://www.sciencedirect.com/science/article/pii/S0927050705120040 .
  3. ^ Shmuel onn: Nonlinear Discrete Optimization, European Mathematical Society, x+137 pp., 2010

Further reading

  • George L. Nemhauser; Laurence A. Wolsey (1988). Integer and combinatorial optimization. Wiley. ISBN 9780471828198. 
  • Alexander Schrijver (1998). Theory of linear and integer programming. John Wiley and Sons. ISBN 9780471982326. 
  • Laurence A. Wolsey (1998). Integer programming. Wiley. ISBN 9780471283669. 
  • Dimitris Bertsimas; Robert Weismantel (2005). Optimization over integers. Dynamic Ideas. ISBN 9780975914625. 
  • John K. Karlof (2006). Integer programming: theory and practice. CRC Press. ISBN 9780849319143. 
  • H. Paul Williams (2009). Logic and Integer Programming. Springer. ISBN 9780387922799. 
  • Michael Jünger, Thomas M. Liebling, Denis Naddef, George Nemhauser, William R. Pulleyblank, et al., ed. (2009). 50 Years of Integer Programming 1958-2008: From the Early Years to the State-of-the-Art. Springer. ISBN 9783540682745. 
  • Der-San Chen; Robert G. Batson; Yu Dang (2010). Applied Integer Programming: Modeling and Solution. John Wiley and Sons. ISBN 9780470373064. 

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