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Questions tagged [lp-relaxation]

For questions relating to the relaxation of linear integer or mixed-integer-linear programming (MILP) problems where the integer constraints are removed.

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25 votes
6 answers
2k views

How to compare two different formulations of a problem?

I somewhat know how to compare two MILP formulations of a problem that both use the same set of decision variables (as in the classical MTZ vs DFJ formulations of the TSP). I was wondering how two ...
rasul's user avatar
  • 2,150
1 vote
3 answers
609 views

How to transform this BIP into LP with the help of penalty function?

I have an BIP problem as below $$\underset{\bf b}{\max}{\bf u}^T\bf b$$ $$\text{subject to}$$ $${\bf Ab}\le1$$ Here, ${\bf b}=\{b_1,b_2,\cdots,b_N\}$ is a column vector of decision/optimization ...
KGM's user avatar
  • 2,377