Originally posted by: SystemAdmin
[johncui said:]
ââ¬ÅOne 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.ââ¬Â
The above message have solved the problem: "Once the dual solution (y) is known can I evaluate the primal (x) "??? in particular, in CPLEX?
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