Article ID: | iaor20043745 |
Country: | Netherlands |
Volume: | 24 |
Issue: | 3 |
Start Page Number: | 105 |
End Page Number: | 114 |
Publication Date: | Apr 1999 |
Journal: | Operations Research Letters |
Authors: | Vohra Rakesh V., Bertsimas Dimitris, Teo Chung-Piaw |
In recent year, approximation algorithms based on randomized rounding of fractional optimal solutions have been applied to several classes of discrete optimization problems. In this paper, we describe a class of rounding methods that exploits the structure and geometry of the underlying problem to round fractional solution to 0–1 solution. This is achieved by introducing dependencies in the rounding process. We show that this technique can be used to establish the integrality of several classical polyhedra (min cut, uncapacitated lot-sizing, Boolean optimization,