I have a huge maximization linear program (variables grow as a factorial of a parameter). I would like to bound the objective function from above. I know that looking at the dual bounds the objective function of the primal program from below.
I know the structure of the constraints (I know how they are generated, from all permutations of a certain set). I am asking if there are some techniques to find an upper bound on the value of the objective function. I realize that the technique is very dependent on the structure of the constraints, but I am hoping to find many techniques so that hopefully one of them would be suitable for my linear program.