An Algorithm for the Solution of Multiparametric Mixed Integer Linear Programming Problems

In this paper, we present an algorithm for the solution of multiparametric mixed integer linear programming (mp-MILP) problems involving (i) 0-1 integer variables, and, (ii) more than one parameter, bounded between lower and upper bounds, present on the right hand side (RHS) of constraints. The solu...

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Vydáno v:Annals of operations research Ročník 99; číslo 1-4; s. 123 - 139
Hlavní autoři: Dua, Vivek, Pistikopoulos, Efstratios N.
Médium: Journal Article
Jazyk:angličtina
Vydáno: New York Springer Nature B.V 01.01.2000
Témata:
Algorithms
Linear programming
Mathematical models
Mathematical programming
Operations research
Studies
Variables
ISSN:0254-5330, 1572-9338
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Shrnutí:In this paper, we present an algorithm for the solution of multiparametric mixed integer linear programming (mp-MILP) problems involving (i) 0-1 integer variables, and, (ii) more than one parameter, bounded between lower and upper bounds, present on the right hand side (RHS) of constraints. The solution is approached by decomposing the mp-MILP into two subproblems and then iterating between them. The first subproblem is obtained by fixing integer variables, resulting in a multiparametric linear programming (mp-LP) problem, whereas the second subproblem is formulated as a mixed integer linear programming (MILP) problem by relaxing the parameters as variables. [PUBLICATION ABSTRACT]
Bibliografie:SourceType-Scholarly Journals-1
ObjectType-Feature-1
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ISSN:0254-5330
1572-9338
DOI:10.1023/A:1019241000636