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
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.