An algorithm for the solution of multiparametric mixed integer linear programming problems

Citation
V. Dua et En. Pistikopoulos, An algorithm for the solution of multiparametric mixed integer linear programming problems, ANN OPER R, 99, 2000, pp. 123-139
Citations number
57
Categorie Soggetti
Engineering Mathematics
Journal title
ANNALS OF OPERATIONS RESEARCH
ISSN journal
02545330 → ACNP
Volume
99
Year of publication
2000
Pages
123 - 139
Database
ISI
SICI code
0254-5330(2000)99:<123:AAFTSO>2.0.ZU;2-T
Abstract
In this paper, we present an algorithm for the solution of multiparametric mixed integer linear programming (mp-MILP) problems involving (i) 0-1 integ er variables, and, (ii) more than one parameter, bounded between lower and upper bounds, present on the right hand side (RHS) of constraints. The solu tion 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) probl em, whereas the second subproblem is formulated as a mixed integer linear p rogramming (MILP) problem by relaxing the parameters as variables.