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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Veröffentlicht in:Annals of operations research Jg. 99; H. 1-4; S. 123 - 139
Hauptverfasser: Dua, Vivek, Pistikopoulos, Efstratios N.
Format: Journal Article
Sprache:Englisch
Veröffentlicht: New York Springer Nature B.V 01.01.2000
Schlagworte:
Algorithms
Linear programming
Mathematical models
Mathematical programming
Operations research
Studies
Variables
ISSN:0254-5330, 1572-9338
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Zusammenfassung: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]
Bibliographie:SourceType-Scholarly Journals-1
ObjectType-Feature-1
content type line 14
ISSN:0254-5330
1572-9338
DOI:10.1023/A:1019241000636