When LP Solutions are Automatically Integer
Uses the Hoffman–Kruskal theorem to identify integer programs whose LP relaxations are guaranteed to have integer optimal solutions, eliminating the need for branch-and-bound.
Tutorial
The Hoffman–Kruskal Theorem
A square matrix is totally unimodular (TU) if every square submatrix has determinant in . The reason we care about TU matrices is the following result, which links them directly to linear programming.
Hoffman–Kruskal Theorem. If is totally unimodular and is an integer vector, then every basic feasible solution of
has integer coordinates.
Because every LP attains its optimum at a basic feasible solution, this gives an immediate corollary:
Corollary. If is TU and is integer, then
has an integer optimal solution — for any objective .
The same conclusion holds with , , or any combination.
In other words, when is TU and is integer, the LP relaxation automatically solves the integer program — no branch-and-bound, no cutting planes.
Two hypotheses must hold:
- is totally unimodular.
- has all integer entries.
The objective plays no role.