Mixed Integer Programming - LP Relaxation Previous Next
To demonstrate the MIP algorithm, consider the following integer programming problem.
The optimal solution for the LP-relaxation, determined graphically, is:
Since the optimal solution for the LP-relaxation has noninteger values for integer-restricted variables, it is not a feasible solution for the original integer programming problem.
If the optimal solution did have integer values for every integer-restricted variable, then the optimal solution for the LP-relaxation would also be the optimal solution for the original integer programming problem, and the algorithm would be finished.