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: | Abbas Moncef, Moulaï Mustapha |
Keywords: | programming: fractional, programming: branch and bound |
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.