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9.27

Integer Solutions Form a Lattice

For a fixed $A x_p = b $, the set of all integer solutions is: $$ { x_p + x_h \mid Ax_h = 0, x_h \in \mathbb{Z}^d }. $$

The set $ { x_h \mid Ax_h = 0, x_h \in \mathbb{Z}^d } $ is the set of integer solutions to the homogeneous system $ Ax = 0 $. This is a sublattice of $ \mathbb{Z}^d $ (a lattice contained within $ \mathbb{Z}^d $) because:

  1. It is closed under addition: if $ x_h, x_h' $ satisfy $ Ax_h = 0 $ and $ Ax_h' = 0 $, then $ A(x_h + x_h') = 0 $.
  2. It is closed under integer scaling: if $ Ax_h = 0 $ and $ k \in \mathbb{Z} $, then $ A(k x_h) = 0 $.
  3. It is discrete because $ \mathbb{Z}^d $ is discrete.

Thus, the set of integer solutions to $ Ax = b $ is a translate (by $ x_p $) of a sublattice of $ \mathbb{Z}^d $, which is itself a lattice.

We need to find one integer solution $ x_p $ to $ Ax = b $. This can be done using the SVD of $ A $ $$ A = U S V $$

The system $ Ax = b $ becomes: $$ U S V x = b \implies S (V x) = U^{-1} b. $$ Let $ y = V x $ and $ b' = U^{-1} b $. Then the system is: $$ S y = b'. $$

This system is easy to solve because $ S $ is diagonal.

Given that the set of integer solutions is a lattice $ { x_p + \sum_{i=1}^{d-r} k_i v_i \mid k_i \in \mathbb{Z} } $, the optimization problem becomes: $$ \max c^T (x_p + \sum_{i=1}^{d-r} k_i v_i). $$

This is equivalent to: $$ \max \sum_{i=1}^{d-r} (c^T v_i) k_i + c^T x_p. $$

Since $ k_i \in \mathbb{Z} $, this is an unbounded problem unless $ c^T v_i = 0 $ for all $ i $. If $ c^T v_i \neq 0 $ for some $ i $, we can make $ c^T x $ arbitrarily large by choosing $ k_i $ appropriately (positive or negative depending on the sign of $ c^T v_i $).

Thus:

  1. If $ c^T v_i = 0 $ for all $ i $, then $ c^T x = c^T x_p $ is constant over all solutions, and $ x_p $ is optimal.
  2. Otherwise, the problem is unbounded.