13.6: Integer Solutions of Linear Programming Problems
A linear programming problem is an optimization problem that can be stated in the following form: Find the maximum value of a linear function
\(c_1x_1+c_2x_2+c_3x_3+ \cdot \cdot \cdot +c_nx_n\)
subject to \(m\) constraints \(C_1\), \(C_2\),…,\(C_m\), where each constraint \(C_i\) is a linear equation of the form:
\(C_i\): \(a_{i1}x_1+a_{i2}x_2+a_{i3}x_3+ \cdot \cdot \cdot +a_{in}x_n=b_i\)
where all coefficients and constants are real numbers.
While the general subject of linear programming is far too broad for this course, we would be remiss if we didn't point out that:
- Linear programming problems are a very important class of optimization problems and they have many applications in engineering, science, and industrial settings.
- There are relatively efficient algorithms for finding solutions to linear programming problems.
- A linear programming problem posed with rational coefficients and constants has an optimal solution with rational values—if it has an optimal solution at all.
- A linear programming problem posed with integer coefficients and constants need not have an optimal solution with integer values—even when it has an optimal solution with rational values.
- A very important theme in operations research is to determine when a linear programming problem posed in integers has an optimal solution with integer values. This is a subtle and often very difficult problem.
- The problem of finding a maximum flow in a network is a special case of a linear programming problem.
- A network flow problem in which all capacities are integers has a maximum flow in which the flow on every edge is an integer. The Ford-Fulkerson labeling algorithm guarantees this!
- In general, linear programming algorithms are not used on networks. Instead, special purpose algorithms, such as Ford-Fulkerson, have proven to be more efficient in practice.