Total dual integrality

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In mathematical optimization, total dual integrality is a sufficient condition for the integrality of a polyhedron. Thus, the optimization of a linear objective over the integral points of such a polyhedron can be done using techniques from linear programming. A linear system Axb, where A and b are rational, is called totally dual integral (TDI) if for any cn such that there is a feasible, bounded solution to the linear program

maxcTxAxb,

there is an integer optimal dual solution.[1][2][3] Edmonds and Giles[2] showed that if a polyhedron P is the solution set of a TDI system Axb, where b has all integer entries, then every vertex of P is integer-valued. Thus, if a linear program as above is solved by the simplex algorithm, the optimal solution returned will be integer. Further, Giles and Pulleyblank[1] showed that if P is a polytope whose vertices are all integer valued, then P is the solution set of some TDI system Axb, where b is integer valued. Note that TDI is a weaker sufficient condition for integrality than total unimodularity.[4]

References

  1. 1.0 1.1 Giles, F.R.; W.R. Pulleyblank (1979). "Total Dual Integrality and Integer Polyhedra". Linear Algebra and its Applications. 25: 191–196. doi:10.1016/0024-3795(79)90018-1.
  2. 2.0 2.1 Edmonds, J.; R. Giles (1977). "A min-max relation for submodular functions on graphs". Annals of Discrete Mathematics. 1: 185–204.
  3. Schrijver, A. (1981). "On Total Dual Integrality". Linear Algebra and its Applications. 38: 27–32. doi:10.1016/0024-3795(81)90005-7.
  4. Chekuri, C. "Combinatorial Optimization Lecture Notes" (PDF).