Decision Optimization

Decision Optimization

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  • 1.  From Dual to primal solution

    Posted Fri June 05, 2009 09:12 PM

    Originally posted by: SystemAdmin


    [Gio said:]

    Good evening to all

    I have a convex optimization problem with few variables and constraints with a dual that become a simple QP that I can solve more efficiently that the primal. My question is Once the dual solution (y) is known can I evaluate the primal (x) ?

    Tank to all
    #ConstraintProgramming-General
    #DecisionOptimization


  • 2.  Re: From Dual to primal solution

    Posted Fri August 07, 2009 02:47 AM

    Originally posted by: SystemAdmin


    [gangooa said:]

    One runs into the following dilemma while designing an approximation algorithm for an NP-hard optimization problem: for establishing the performance guarantee of the algorithm, the cost of the solution found needs to be compared with that of the optimal; however, computing the cost of the optimal is NP-hard as well. Hence a key consideration is establishing a good lower bound on the cost of the optimal solution, assuming we have a minimization problem. For optimization problems that can be expressed as integer programming problems, the following general methodology has been quite successful: use the cost of the optimal solution to the LP-relaxation as the lower bound. In fact, LP-duality not only provides a method of lower bounding the cost of the optimal solution, but also a general schema for designing the algorithm itself: the primal-dual schema. This schema has been applied to several problems including set cover and its generalizations [Jo, Lo, Ch, RV], the generalized Steiner network problem [AKR, GW, KR, WGMV, G+], and finding integral multicommodity flow and multicut in trees [GVY].
    The primal-dual schema enables one to find special solutions to an LP, although so far it has only been used for obtaining good integral solutions to an LP-relaxation. In the past, the primal-dual schema has yielded the most efficient known algorithms to some cornerstone problems in P, including matching, network flow and shortest paths. These problems have the property that their LP-relaxations have optimal solutions that are integral, and so the primal-dual schema is able to find an optimal solution to the original integer program. Since numerous NP-hard optimization problems can be expressed as integer programs, this schema holds even more promise in the area of approximation algorithms.

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    #ConstraintProgramming-General
    #DecisionOptimization


  • 3.  Re: From Dual to primal solution

    Posted Wed August 12, 2009 02:14 PM

    Originally posted by: SystemAdmin


    [Julia2009 said:]

    thanks for your information

    #ConstraintProgramming-General
    #DecisionOptimization


  • 4.  Re: From Dual to primal solution

    Posted Wed August 12, 2009 02:15 PM

    Originally posted by: SystemAdmin


    [Julia2009 said:]

    good to hearing



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    #ConstraintProgramming-General
    #DecisionOptimization


  • 5.  Re: From Dual to primal solution

    Posted Tue September 22, 2009 06:57 PM

    Originally posted by: SystemAdmin


    [chynna16 said:]

    Thanks buddy Cool
    #ConstraintProgramming-General
    #DecisionOptimization


  • 6.  Re: From Dual to primal solution

    Posted Tue September 22, 2009 08:20 PM

    Originally posted by: SystemAdmin


    [johncui said:]

    “One runs into the following dilemma while designing an approximation algorithm for an NP-hard optimization problem: for establishing the performance guarantee of the algorithm, the cost of the solution found needs to be compared with that of the optimal; however, computing the cost of the optimal is NP-hard as well. Hence a key consideration is establishing a good lower bound on the cost of the optimal solution, assuming we have a minimization problem. For optimization problems that can be expressed as integer programming problems, the following general methodology has been quite successful: use the cost of the optimal solution to the LP-relaxation as the lower bound. In fact, LP-duality not only provides a method of lower bounding the cost of the optimal solution, but also a general schema for designing the algorithm itself: the primal-dual schema. This schema has been applied to several problems including set cover and its generalizations [Jo, Lo, Ch, RV], the generalized Steiner network problem [AKR, GW, KR, WGMV, G+], and finding integral multicommodity flow and multicut in trees [GVY].
    The primal-dual schema enables one to find special solutions to an LP, although so far it has only been used for obtaining good integral solutions to an LP-relaxation. In the past, the primal-dual schema has yielded the most efficient known algorithms to some cornerstone problems in P, including matching, network flow and shortest paths. These problems have the property that their LP-relaxations have optimal solutions that are integral, and so the primal-dual schema is able to find an optimal solution to the original integer program. Since numerous NP-hard optimization problems can be expressed as integer programs, this schema holds even more promise in the area of approximation algorithms.”

    The above message have solved the problem: "Once the dual solution (y) is known can I evaluate the primal (x) "???  in particular, in CPLEX?

    #ConstraintProgramming-General
    #DecisionOptimization


  • 7.  Re: From Dual to primal solution

    Posted Mon October 19, 2009 12:36 AM

    Originally posted by: SystemAdmin


    [Abrahamlinkon said:]

    The primal-dual schema enables one to find special solutions to an LP, although so far it has only been used for obtaining good integral solutions to an LP-relaxation. In the past, the primal-dual schema has yielded the most efficient known algorithms to some cornerstone problems in P, including matching, network flow and shortest paths. These problems have the property that their LP-relaxations have optimal solutions that are integral, and so the primal-dual schema is able to find an optimal solution to the original integer program. Since numerous NP-hard optimization problems can be expressed as integer programs, this schema holds even more promise in the area of approximation algorithms.

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    #ConstraintProgramming-General
    #DecisionOptimization