LP Relaxation as a Lower Bound
For a minimization integer program, the optimal value of its LP relaxation is a lower bound on the IP optimum. This lesson establishes the bound, identifies when the bound is tight (LP optimum is integer-feasible), and applies the bound to prune subproblems in branch and bound.
Tutorial
The LP Relaxation Gives a Lower Bound
Consider a minimization integer program (IP):
Its LP relaxation drops the integrality constraints:
Every IP-feasible point is also LP-feasible, so the LP feasible region contains the IP feasible region. Minimizing the same objective over a larger set can only produce a smaller-or-equal optimum:
The LP relaxation optimum is therefore a lower bound on the IP optimum.
To illustrate, consider the IP subject to and . The integer-feasible values are , so . Its LP relaxation subject to admits any real , so . Indeed , as guaranteed.