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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?













8












$begingroup$


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!










share|improve this question







New contributor



Tobia Marcucci is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.






$endgroup$









  • 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















8












$begingroup$


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!










share|improve this question







New contributor



Tobia Marcucci is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.






$endgroup$









  • 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













8












8








8





$begingroup$


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!










share|improve this question







New contributor



Tobia Marcucci is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.






$endgroup$




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






share|improve this question







New contributor



Tobia Marcucci is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.










share|improve this question







New contributor



Tobia Marcucci is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.








share|improve this question




share|improve this question






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Tobia Marcucci is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.








asked 8 hours ago









Tobia MarcucciTobia Marcucci

1434 bronze badges




1434 bronze badges




New contributor



Tobia Marcucci is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.




New contributor




Tobia Marcucci is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.












  • 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




    $begingroup$
    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










1 Answer
1






active

oldest

votes


















9












$begingroup$

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.






share|improve this answer











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    1 Answer
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    1 Answer
    1






    active

    oldest

    votes









    active

    oldest

    votes






    active

    oldest

    votes









    9












    $begingroup$

    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.






    share|improve this answer











    $endgroup$



















      9












      $begingroup$

      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.






      share|improve this answer











      $endgroup$

















        9












        9








        9





        $begingroup$

        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.






        share|improve this answer











        $endgroup$



        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.







        share|improve this answer














        share|improve this answer



        share|improve this answer








        edited 6 hours ago

























        answered 8 hours ago









        Austin BuchananAustin Buchanan

        3466 bronze badges




        3466 bronze badges























            Tobia Marcucci is a new contributor. Be nice, and check out our Code of Conduct.









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            Tobia Marcucci is a new contributor. Be nice, and check out our Code of Conduct.














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