Chapter 2 explains how it is possible to prove that feasible solutions are optimal or close to optimal.
目录
2 Optimality, Relaxation, and Bounds
2.1 Optimality and Relaxation
我们想要寻找upper和lower bounds。
- Primal Bounds
每个可行解都提供了一个lower bound。但有时寻找可行解本身就是一件不容易的事情。 - Dual Bounds
松弛可以得到upper bound:扩大可行域或者替换目标函数为原目标函数的上界
2.2 Linear Programming Relaxations
- 更好的formulation会得到更紧的bound
- LP无解,IP无解;LP最优解是整数,它也是IP最优解
2.3 Combinatorial Relaxations
松弛得到的问题是组合优化问题。
- The Traveling Salesman Problem
- Symmetric Traveling Salesman Problem (STSP)
- The Quadratic 0–1 Problem
- The Integer Knapsack Problem
2.4 Lagrangian Relaxation
2.5 Duality
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注意:对偶问题的任意可行解都提供了一个upper bound,而松弛问题的最优解才提供了一个upper bound。
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线性松弛问题的对偶问题自然地和原问题形成了一个weak dual pair
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对偶问题有时可以被用来证明最优性
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一个例子:A Matching Dual
从线性规划对偶角度来得到这个结果:强对偶不总是成立;当图是二分的的时候,强对偶成立。
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A Superadditive Dual
2.6 Linear Programming and Polyhedra
- 有可行解的充要条件
2.7 Primal Bounds: Greedy and Local Search
Now, we briefly consider some simple ways to obtain feasible solutions and primal bounds. This topic is treated in considerably more detail in Chapter 13.
- Heuristics from Restrictions
- to fix the values of some variables
- to replace inequalities by equalities
- to add additional constraints
- …
- Greedy and Local Search Heuristics
- Greedy:两个例子
- Local Search:两个例子