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10.1 Integer Programming and LP relaxation

CS787: Advanced AlgorithmsLecture 10: lp relaxation and RoundingIn this lecture we will design approximation algorithms using linear Programming . The key insightbehind this approach is that the closely related Integer Programming problem is NP-hard (a proofis left to the reader). We can therefore reduce any NP-complete optimization problem to an integerprogram, relax it to a linear program by removing the integrality constraints, solve the linearprogram, and then round the LP solution to a solution to the original problem. We first describethe Integer Programming problem in more Integer Programming and LP relaxationDefinition Integer program is a linear program in which all variables must be in a linear program, the constraints in an Integer program form a polytope.

10.1 Integer Programming and LP relaxation De nition 10.1.1 An integer program is a linear program in which all variables must be integers. As in a linear program, the constraints in an integer program form a polytope. However, the feasible set is given by the set of all integer-valued points within the polytope, and not the entire polytope.

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