LPrelaxaation
LPrelaxaation is a term used in some optimization discussions to describe the use of linear programming relaxation applied to a discrete optimization problem as a preprocessing or approximation step. In this context, the problem is initially modeled as an integer linear program or mixed-integer program, and the integrality constraints are relaxed to obtain a linear program. The approach yields a fractional optimal solution and a bound on the original problem's objective value.
Practitioners use the LP relaxation results to guide solution methods. The fractional solution provides bounds, and
Limitations include possibly weak bounds for certain problem classes, especially when the LP relaxation is far
See also LP relaxation, linear programming, integer programming, branch-and-bound, and cutting planes.