Total dual integrality

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Let AQm×n be a rational matrix, and let bQm. The linear inequality system Axb is totally dual integral (TDI for short) if for every integer vector cZn the system max{yb:yA=c, y0} has an integer optimal solution provided that the optimum is finite.

This notion was introduced by Edmonds and Giles [1], who proved the following fundamental property of TDI systems.

Theorem. If the system Axb is TDI and the vector b is integer, then {x:Axb} is an integer polyhedron.

Another definition can be given using the notion of Hilbert basis. A system Axb is TDI if and only if for every face F of the polyhedron P={x:Axb}, the rows of A that correspond to tight inequalities for F form a Hilbert basis. This characterization can be used to prove the following theorem of Giles and Pulleyblank [2]:

Theorem. If P is a rational polyhedron, then it has a TDI linear description Axb such that the matrix A is integral. If P is an integer polyhedron, then b can also be integral.

Examples

The following are some examples of TDI systems:

References

  1. J. Edmonds, R. Giles, A min-max relation for submodular functions on graphs, in: Studies in Integer Programming (Proceedings of the Workshop on Integer Programming, Bonn, 1975; P.L. Hammer, E.L. Johnson, B.H. Korte, G.L. Nemhauser, eds.), 1977, 185–204. DOI link, Google Books link.
  2. F.R. Giles, W.R. Pulleyblank, Total dual integrality and integer polyhedra, DOI link