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Integrality Gap


The integrality gap of a minimization problem with nonnegative objective values and a fixed optimization relaxation is the supremum, over instances, of the ratio of the original optimum to the relaxed optimum. For instances J with positive relaxed optimum R(J), it is

 sup_(J)(OPT(J))/(R(J)).

If the relaxed optimum is 0 and the original optimum is positive, the gap is +infty. For positive relaxed optima, each ratio is at least 1 and measures the loss that can be hidden by fractional solutions (Williamson and Shmoys 2011, Definition 5.13). For example, minimizing an integer x subject to x>=1/2 gives optimum 1, while allowing real x gives optimum 1/2. This instance has ratio 2. For a maximization problem, the ratio is often reversed so that the gap is at least 1. The optimum-over-relaxation convention instead gives a quantity at most 1.

An integrality gap constrains guarantees proved by comparing a feasible solution directly with the relaxed optimum. The Goemans-Linial relaxation of uniform sparsest cut is a graph-theoretic example.


See also

Goemans-Linial Relaxation, Integer Programming, Linear Programming, Optimization Relaxation, Semidefinite Programming

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References

Williamson, D. P. and Shmoys, D. B. The Design of Approximation Algorithms. New York: Cambridge University Press, 2011. https://doi.org/10.1017/CBO9780511921735.

Cite this as:

Weisstein, Eric W. "Integrality Gap." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/IntegralityGap.html

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