An algorithm for multiparametric mixed-integer linear programming problems

Authors
Acevedo, J Pistikopoulos, EN
Citation
J. Acevedo et En. Pistikopoulos, An algorithm for multiparametric mixed-integer linear programming problems, OPER RES L, 24(3), 1999, pp. 139-148
Citations number
7
Categorie Soggetti
Engineering Mathematics
Journal title
OPERATIONS RESEARCH LETTERS
ISSN journal
01676377 → ACNP
Volume
24
Issue
3
Year of publication
1999
Pages
139 - 148
Database
ISI
SICI code
0167-6377(199904)24:3<139:AAFMML>2.0.ZU;2-5
Abstract
In this paper, the problem of solving multiparametric 0-1 mixed-integer lin ear programming models is considered. A novel Branch and Bound algorithm is described based on successive solutions of parametric linear programs wher e n right-hand side parameters are allowed to vary independently. Numerical examples are presented to illustrate the basic steps and the potential of the proposed procedure. (C) 1999 Elsevier Science B.V. All rights reserved.