Branch Bound Lp
1. **Problem statement:** We have a linear programming (LP) problem (P) and its integer programming (IP) version with integer constraints on $x_1, x_2$.
2. **Part (a):** What can be said about the optimum objective value $w^*$ of (IP) compared to $w_{LP}$ of (P)?
- The LP relaxation (P) allows fractional values, so its optimum $w_{LP}$ is an upper bound on the integer problem's optimum $w^*$.
- Therefore, $w^* \leq w_{LP}$.
- Also, $w^* \geq w_k$ for every subproblem $(P_k)$ in the Branch-and-Bound (BnB) tree because subproblems are relaxations or restrictions.
3. **Part (b):** About the bound $w_B$ in BnB for (IP):
- $w_B$ is a lower bound on the optimum objective value for maximization.
- $w_B$ cannot be less than $w_{LP}$ because $w_{LP}$ is the best relaxation bound.
- $w_B$ can be based on some non-integer solution (from LP relaxation).
- $w_B$ cannot decrease during the BnB procedure; it only improves or stays the same.
4. **Part (c):** Given a subproblem with constraint $x_1 \geq 2$ and bound $w_B = \max\{x_1=2, x_2=7/2\} = 17/2$:
- Since the bound equals the current best solution, and the subproblem is not integer feasible, we must branch further.
- Branching can be done on $x_1$ or $x_2$ to explore integer solutions.
5. **Part (d):** Number of constraints (excluding non-negativity):
- Original constraints: $x_2 \leq 2$, $2x_1 + 2x_2 \leq 7$ (2 constraints)
- Additional constraint in subproblem: $x_1 \geq 2$ (1 constraint)
- Total constraints = 3
**Final answers:**
(a) $w^* \leq w_{LP}$ and $w^* \geq w_k$ for every subproblem $(P_k)$.
(b) $w_B$ can be based on a non-integer solution and cannot decrease during BnB.
(c) Branch on $x_1$ or $x_2$.
(d) The subproblem has 3 constraints (excluding non-negativity).