Complexity of verifying optimality in (mixed) integer programmingThe difference between max-min and min-maxSingle reference for Mixed Integer Programming formulations to linearize, handle logical constraints and disjunctive constraints, do Big M, etc?Using CPLEX “solution pool” to count feasible pointsWhen to use indicator constraints versus big-M approaches in solving (mixed-)integer programsConditional Controls in MIP Modelsmaximum eigenvalue across subsamplesHeuristics for mixed integer linear and nonlinear programsDeciding the presence of mixed-integer points in the relative interior of a polyhedronHow to write a mixed-integer linear programming formulation in Python using Gurobi?How to formulate this scheduling problem efficiently?
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Complexity of verifying optimality in (mixed) integer programming
The difference between max-min and min-maxSingle reference for Mixed Integer Programming formulations to linearize, handle logical constraints and disjunctive constraints, do Big M, etc?Using CPLEX “solution pool” to count feasible pointsWhen to use indicator constraints versus big-M approaches in solving (mixed-)integer programsConditional Controls in MIP Modelsmaximum eigenvalue across subsamplesHeuristics for mixed integer linear and nonlinear programsDeciding the presence of mixed-integer points in the relative interior of a polyhedronHow to write a mixed-integer linear programming formulation in Python using Gurobi?How to formulate this scheduling problem efficiently?
$begingroup$
I looked around for a while, but I couldn't find a precise answer to the following question.
If I'm given a candidate solution for a (mixed) integer (convex) program, what's the complexity of deciding whether this solution (a point in the decision space) is optimal or not? I imagine that this decision problem is not NP (i.e., optimality of a MIP feasible solution can't be certified in polynomial time), right? Do you know any text or a reference where this problem is treated in detail?
Thank you very much!
mixed-integer-programming computational-complexity
New contributor
$endgroup$
add a comment |
$begingroup$
I looked around for a while, but I couldn't find a precise answer to the following question.
If I'm given a candidate solution for a (mixed) integer (convex) program, what's the complexity of deciding whether this solution (a point in the decision space) is optimal or not? I imagine that this decision problem is not NP (i.e., optimality of a MIP feasible solution can't be certified in polynomial time), right? Do you know any text or a reference where this problem is treated in detail?
Thank you very much!
mixed-integer-programming computational-complexity
New contributor
$endgroup$
3
$begingroup$
not sure if you don't give the answer yourself: MIP optimality can't be certified in polytime; otherwise you could decide a lot of (=all) NP-complete decision problems in polytime.
$endgroup$
– Marco Lübbecke
8 hours ago
add a comment |
$begingroup$
I looked around for a while, but I couldn't find a precise answer to the following question.
If I'm given a candidate solution for a (mixed) integer (convex) program, what's the complexity of deciding whether this solution (a point in the decision space) is optimal or not? I imagine that this decision problem is not NP (i.e., optimality of a MIP feasible solution can't be certified in polynomial time), right? Do you know any text or a reference where this problem is treated in detail?
Thank you very much!
mixed-integer-programming computational-complexity
New contributor
$endgroup$
I looked around for a while, but I couldn't find a precise answer to the following question.
If I'm given a candidate solution for a (mixed) integer (convex) program, what's the complexity of deciding whether this solution (a point in the decision space) is optimal or not? I imagine that this decision problem is not NP (i.e., optimality of a MIP feasible solution can't be certified in polynomial time), right? Do you know any text or a reference where this problem is treated in detail?
Thank you very much!
mixed-integer-programming computational-complexity
mixed-integer-programming computational-complexity
New contributor
New contributor
New contributor
asked 8 hours ago
Tobia MarcucciTobia Marcucci
1434 bronze badges
1434 bronze badges
New contributor
New contributor
3
$begingroup$
not sure if you don't give the answer yourself: MIP optimality can't be certified in polytime; otherwise you could decide a lot of (=all) NP-complete decision problems in polytime.
$endgroup$
– Marco Lübbecke
8 hours ago
add a comment |
3
$begingroup$
not sure if you don't give the answer yourself: MIP optimality can't be certified in polytime; otherwise you could decide a lot of (=all) NP-complete decision problems in polytime.
$endgroup$
– Marco Lübbecke
8 hours ago
3
3
$begingroup$
not sure if you don't give the answer yourself: MIP optimality can't be certified in polytime; otherwise you could decide a lot of (=all) NP-complete decision problems in polytime.
$endgroup$
– Marco Lübbecke
8 hours ago
$begingroup$
not sure if you don't give the answer yourself: MIP optimality can't be certified in polytime; otherwise you could decide a lot of (=all) NP-complete decision problems in polytime.
$endgroup$
– Marco Lübbecke
8 hours ago
add a comment |
1 Answer
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oldest
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$begingroup$
Deciding if a given solution to a mixed integer linear program is optimal is coNP-complete.
When the answer is “no, it is not optimal” there is an efficiently verifiable witness—a better solution.
Minor caveat: This answer assumes that there is a better solution that is efficiently verifiable (which necessitates that it can be represented with a polynomial number of bits). This is true for mixed integer linear programs, but might not be true for a more generic mixed integer convex program. Here is a recent paper on the issue of polynomial-size bit encodings for mixed integer quadratic programs.
$endgroup$
add a comment |
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$begingroup$
Deciding if a given solution to a mixed integer linear program is optimal is coNP-complete.
When the answer is “no, it is not optimal” there is an efficiently verifiable witness—a better solution.
Minor caveat: This answer assumes that there is a better solution that is efficiently verifiable (which necessitates that it can be represented with a polynomial number of bits). This is true for mixed integer linear programs, but might not be true for a more generic mixed integer convex program. Here is a recent paper on the issue of polynomial-size bit encodings for mixed integer quadratic programs.
$endgroup$
add a comment |
$begingroup$
Deciding if a given solution to a mixed integer linear program is optimal is coNP-complete.
When the answer is “no, it is not optimal” there is an efficiently verifiable witness—a better solution.
Minor caveat: This answer assumes that there is a better solution that is efficiently verifiable (which necessitates that it can be represented with a polynomial number of bits). This is true for mixed integer linear programs, but might not be true for a more generic mixed integer convex program. Here is a recent paper on the issue of polynomial-size bit encodings for mixed integer quadratic programs.
$endgroup$
add a comment |
$begingroup$
Deciding if a given solution to a mixed integer linear program is optimal is coNP-complete.
When the answer is “no, it is not optimal” there is an efficiently verifiable witness—a better solution.
Minor caveat: This answer assumes that there is a better solution that is efficiently verifiable (which necessitates that it can be represented with a polynomial number of bits). This is true for mixed integer linear programs, but might not be true for a more generic mixed integer convex program. Here is a recent paper on the issue of polynomial-size bit encodings for mixed integer quadratic programs.
$endgroup$
Deciding if a given solution to a mixed integer linear program is optimal is coNP-complete.
When the answer is “no, it is not optimal” there is an efficiently verifiable witness—a better solution.
Minor caveat: This answer assumes that there is a better solution that is efficiently verifiable (which necessitates that it can be represented with a polynomial number of bits). This is true for mixed integer linear programs, but might not be true for a more generic mixed integer convex program. Here is a recent paper on the issue of polynomial-size bit encodings for mixed integer quadratic programs.
edited 6 hours ago
answered 8 hours ago
Austin BuchananAustin Buchanan
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not sure if you don't give the answer yourself: MIP optimality can't be certified in polytime; otherwise you could decide a lot of (=all) NP-complete decision problems in polytime.
$endgroup$
– Marco Lübbecke
8 hours ago