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For questions about mathematical optimization problems involving both continuous and binary or general integer variables.

5 votes
1 answer
86 views

How to find costs to an integer program that maximize integrality gap

Let $A \in \mathbb{Z}^{m \times n}$ and $b \in \mathbb{Z}^m$. For $c \in \mathbb{R}^n$, let \begin{align} \text{ILP}(c) = \max \quad & c^\top x \\ \text{s.t.} \quad & x \in \mathbb{Z}^n \\ & A x \leq …
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