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

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

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Article ID: iaor2002436
Country: Netherlands
Volume: 99
Issue: 1
Start Page Number: 123
End Page Number: 139
Publication Date: Dec 2000
Journal: Annals of Operations Research
Authors: ,
Abstract:

In this paper, we present an algorithm for the solution of multiparametric mixed integer linear programming (mp-MILP) problems involving (i) 0–1 integer variables, and, (ii) more than one parameter, bounded between lower and upper bounds, present on the right hand side (RHS) of constraints. The solution 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) problem, whereas the second subproblem is formulated as a mixed integer linear programming (MILP) problem by relaxing the parameters as variables.

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