Linear programming relaxation

In mathematics, the relaxation of a (mixed) integer linear program is the problem that arises by removing the integrality constraint of each variable.

For example, in a 0–1 integer program, all constraints are of the form

.

The relaxation of the original integer program instead uses a collection of linear constraints

The resulting relaxation is a linear program, hence the name. This relaxation technique transforms an NP-hard optimization problem (integer programming) into a related problem that is solvable in polynomial time (linear programming); the solution to the relaxed linear program can be used to gain information about the solution to the original integer program.

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