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Operations research Myth vs fact

Can You Just Round an LP Answer?

Got 2.6 trucks from your LP? Rounding might wreck it.

Lesson notes

Key points

Myth: Round the LP solution and you get the best integer solution.
Fact: Rounding can be infeasible or suboptimal; integer methods are needed.

Takeaway: Never trust rounding; integer problems need integer methods.

Quick check: Myth or fact: an integer program's optimum is never better than its LP relaxation's.
  1. Myth
  2. Fact
  3. Depends

Adding integer restrictions shrinks the feasible set, so it can't improve the optimum.

InfeasibilityBranch and bound

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