Article ID: | iaor19992598 |
Country: | Netherlands |
Volume: | 104 |
Issue: | 3 |
Start Page Number: | 601 |
End Page Number: | 614 |
Publication Date: | Feb 1998 |
Journal: | European Journal of Operational Research |
Authors: | Gass Saul I., Bryson Noel, Joseph Anito |
We describe an objective hyperplane search method for solving a class of integer linear programming (ILP) problems. We formulate the search as a bounded knapsack problem and develop requisite theory for formulating knapsack problems with composite constraints and composite objective functions that facilitate convergence to an ILP solution. A heuristic solution algorithm was developed and used to solve a variety of test problems found in the literature. The method obtains optimal or near-optimal solutions in acceptable ranges of computational effort.