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Representations of unbounded optimization problems as integer programs

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Abstract

Any optimization problem in a finite structure can be represented as an integer or mixed-integer program in integral quantities.

We show that, when an optimization problem on an unbounded structure has such a representation, it is very close to a linear programming problem, in the specific sense described in the following results. We also show that, if an optimization problem has such a representation, no more thann+2 equality constraints need be used, wheren is the number of variables of the problem.

We obtain a necessary and sufficient condition for a functionf:SZ, withS \( \subseteq \) Z n, to have a rational model in Meyer's sense, and show that Ibaraki models are a proper subset of Meyer models.

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Communicated by O. L. Managasarian

This research was supported by NSF Grant No. GP-37510X1 and ONR Contract No. N00014-75-C0621, NR047-048.

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Jeroslow, R.G. Representations of unbounded optimization problems as integer programs. J Optim Theory Appl 30, 339–351 (1980). https://doi.org/10.1007/BF00935492

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