Penalties method for integer linear fractional programs

Penalties method for integer linear fractional programs

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Article ID: iaor2000474
Country: Belgium
Volume: 37
Issue: 4
Start Page Number: 41
End Page Number: 51
Publication Date: Jan 1997
Journal: Belgian Journal of Operations Research, Statistics and Computer Science
Authors: ,
Keywords: programming: fractional, programming: branch and bound
Abstract:

In the present paper a new algorithm is developed for solving integer linear programming problem. By Cambini and Martein's method for solving continuous fractional programs, we are able to construct an improved branch and bound method based on computation of penalties for solving integer fractional programs in a finite number of iterations. Numerical examples are presented for illustrating the proposed method.

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