Generating functions and duality for integer programs

  • Authors:
  • Jean B. Lasserre

  • Affiliations:
  • LAAS-CNRS, 7 Avenue du Colonel Roche,431077 Toulouse Cédex 4, France

  • Venue:
  • Discrete Optimization
  • Year:
  • 2004

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Abstract

We consider the integer program P-max{c^'x|Ax=y;x@?N^n}. Using the generating function of an associated counting problem, and a generalized residue formula of Brion and Vergne, we explicitly relate P with its continuous linear programming (LP) analogue and provide a characterization of its optimal value. In particular, dual variables @l@?R^m have discrete analogues z@?C^m, related in a simple manner. Moreover, both optimal values of P and the LP obey the same formula, using z for P and |z| for the LP. One retrieves (and refines) the so-called group-relaxations of Gomory which, in this dual approach, arise naturally from a detailed analysis of a generalized residue formula of Brion and Vergne. Finally, we also provide an explicit formulation of a dual problem P^*, the analogue of the dual LP in linear programming.