Difference: LPRelaxation (2 vs. 3)

Revision 32008-04-23 - MichaelOSullivan

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META TOPICPARENT name="IntegerProgramming"

Linear Programming Relaxation

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    • Most network flow problems are also naturally integer;
    • Some scheduling problems are naturally integer.
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In some mathematical programming software, the integer restrictions may be easily realxed and the software will solve the LP relaxation instead. For example, in AMPL the LP relaxation may be solved simply by turning on the relax_integrality option:
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Using AMPL

In AMPL the LP relaxation may be solved simply by turning on the relax_integrality option:

 
option relax_integrality 1;
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option relax_integrality 0;
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means that the integer programme will be solved again.
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means that AMPL will return to solving the integer programme.
  -- MichaelOSullivan - 23 Apr 2008
 
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