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Linear and Integer ­Programming vs Linear ­Integration and Counting
A Duality Viewpoint (Springer Series in Operations Research and Financial Engineering)

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Format
Paperback, 168 pages
Published
United States, 21 October 2010

Integer programming (IP) is a fascinating topic. Indeed, while linear programming (LP), its c- tinuous analogue, is well understood and extremely ef?cient LP software packages exist, solving an integer program can remain a formidable challenge, even for some small size problems. For instance, the following small (5-variable) IP problem (called the unbounded knapsack problem) min{213x?1928x?11111x?2345x +9123x} 1 2 3 4 5 s.t. 12223x +12224x +36674x +61119x +85569x = 89643482, 1 2 3 4 5 x ,x ,x ,x ,x?N, 1 2 3 4 5 taken from a list of dif?cult knapsack problems in Aardal and Lenstra [2], is not solved even by hours of computing, using for instance the last version of the ef?cient software package CPLEX. However,thisisnotabookonintegerprogramming,asverygoodonesonthistopicalreadyexist. For standard references on the theory and practice of integer programming, the interested reader is referred to, e.g., Nemhauser and Wolsey [113], Schrijver [121], Wolsey [136], and the more recent Bertsimas and Weismantel [21]. On the other hand, this book could provide a complement to the above books as it develops a rather unusual viewpoint.


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Product Description

Integer programming (IP) is a fascinating topic. Indeed, while linear programming (LP), its c- tinuous analogue, is well understood and extremely ef?cient LP software packages exist, solving an integer program can remain a formidable challenge, even for some small size problems. For instance, the following small (5-variable) IP problem (called the unbounded knapsack problem) min{213x?1928x?11111x?2345x +9123x} 1 2 3 4 5 s.t. 12223x +12224x +36674x +61119x +85569x = 89643482, 1 2 3 4 5 x ,x ,x ,x ,x?N, 1 2 3 4 5 taken from a list of dif?cult knapsack problems in Aardal and Lenstra [2], is not solved even by hours of computing, using for instance the last version of the ef?cient software package CPLEX. However,thisisnotabookonintegerprogramming,asverygoodonesonthistopicalreadyexist. For standard references on the theory and practice of integer programming, the interested reader is referred to, e.g., Nemhauser and Wolsey [113], Schrijver [121], Wolsey [136], and the more recent Bertsimas and Weismantel [21]. On the other hand, this book could provide a complement to the above books as it develops a rather unusual viewpoint.

Product Details
EAN
9781441918536
ISBN
1441918531
Other Information
4 Tables, black and white; 2 Illustrations, black and white; XIV, 168 p. 2 illus.
Dimensions
25.4 x 17.8 x 1 centimeters (0.27 kg)

Table of Contents

I Linear Integration and Linear Programming.- The Linear Integration Problem I.- Comparing the Continuous Problems P and I.- II Linear Counting and Integer Programming.- The Linear Counting Problem I.- Relating the Discrete Problems P and I with P.- III Duality.- Duality and Gomory Relaxations.- Barvinok#x2019;s Counting Algorithm and Gomory Relaxations.- A Discrete Farkas Lemma.- The Integer Hull of a Convex Rational Polytope.- Duality and Superadditive Functions.

Reviews

From the reviews:“Lasserre has produced a fascinating slim … monograph (much of the work his own) looking at the parallels between linear (respectively integer) programming on the one hand and integration (respectively integer counting) problems on the other hand. … An appendix on various transforms a hundred references and a brief index complete the work which is a welcome addition to an important set of topics.” (J. Borwein, Mathematical Reviews, Issue 2010 f)“This book is devoted to analysing four important problems: integer programming problem, linear programming problem, linear integration problem, and linear counting problem. … a very specialized book on the integer programming problem and its dual variants. … can be very helpful for researchers working in developing algorithms for the integer programming problem which is a formidable challenging problem. This is a clear and well-written book … .” (E. Almehdawe, Journal of the Operational Research Society, Vol. 61 (12), 2010)

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