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Total dual integrality

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In mathematical optimization, total dual integrality is a sufficient condition for the integrality of a polyhedron. Thus, the optimization of a linear objective over the integral points of such a polyhedron can be done using techniques from linear programming.

A linear system A x b , where A and b are rational, is called totally dual integral (TDI) if for any c Z n such that there is a feasible, bounded solution to the linear program

max c T x A x b ,

there is an integer optimal dual solution.

Edmonds and Giles showed that if a polyhedron P is the solution set of a TDI system A x b , where b has all integer entries, then every vertex of P is integer-valued. Thus, if a linear program as above is solved by the simplex algorithm, the optimal solution returned will be integer. Further, Giles and Pulleyblank showed that if P is a polytope whose vertices are all integer valued, then P is the solution set of some TDI system A x b , where b is integer valued.

Note that TDI is a weaker sufficient condition for integrality than total unimodularity.

References

Total dual integrality Wikipedia


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