2026-08-28·by Sijie Wang#math#logic#relaxation

continuous-relaxation

Discrete → continuous (LP / SDP relaxation)

Parent: relaxation

Soften the domain: replace discrete variables x ∈ {0,1} with continuous x ∈ [0,1], solve the (easy, convex) continuous problem, then round back to a discrete answer. The combinatorial hardness melts into a smooth problem where calculus and duality work.

The recipe

  1. Relax. An integer program (choosing 0/1) is NP-hard; drop the integrality constraint → a linear program over [0,1], solvable in polynomial time.
  2. Solve the continuous relaxation (convex → a global optimum, with KKT/duality certificates).
  3. Round the fractional solution back to integers, trying not to lose too much.

The LP optimum is a bound on the true integer optimum (it can only be better), so it also certifies how good your rounded solution is.

SDP and a real theorem

Relax further to semidefinite variables (vectors instead of 0/1): Goemans–Williamson MaxCut relaxes the cut to unit vectors, solves an SDP, then rounds by a random hyperplane — provably within 0.878 of optimal. A logical/combinatorial problem (partition the graph) solved by continuous optimization.

Integrality gap — the price

The continuous optimum can be strictly better than the best discrete one; the ratio is the integrality gap, and it measures exactly what rounding must give up. That's the no-free-lunch tax for buying convexity.

Why it bridges

Discrete satisfiability/feasibility (a logic-flavored search over {0,1}ⁿ) becomes continuous convex optimization, where gradients, Lagrangian duality, and interior-point methods all apply. Relax → solve → round is the standard road from a combinatorial problem into optimization.

about this entry

One of sijie's wiki entries. The AI on this site is grounded in the same corpus and answers in sijie's voice, with citations back to entries like this one — answering costs sijie money, so it waits behind a code: enter an access code →