Using Constraint Propagation to Bound Linear Programs

Abstract

We present an approach to compute bounds on the optimal value of linear programs based on constraint propagation. Given a feasible dual solution, we apply constraint propagation to the complementary slackness conditions and, if propagation succeeds to prove these conditions infeasible, the infeasibility certificate (in the sense of Farkas’ lemma) is reconstructed from the propagation history. This certificate is a dual-improving direction, which allows us to improve the bound. As constraint propagation need not always detect infeasibility of a linear inequality system, the method is not guaranteed to converge to a global solution of the linear program but only to an upper bound, whose tightness depends on the structure of the program and the used propagation method. The approach is suited for large sparse linear programs (such as LP relaxations of combinatorial optimization problems), for which the classical LP algorithms may be infeasible, if only for their super-linear space complexity. The approach can be seen as a generalization of the Virtual Arc Consistency (VAC) algorithm to bound the LP relaxation of the Weighted CSP (WCSP). We newly apply it to the LP relaxation of the Weighted Max-SAT problem, experimentally showing that the obtained bounds are often not far from optima of the relaxation and proving that they are exact for known tractable subclasses of Weighted Max-SAT.