An algorithm for multiparametric mixed-integer linear programming problems

An algorithm for multiparametric mixed-integer linear programming problems

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Article ID: iaor20043756
Country: Netherlands
Volume: 24
Issue: 3
Start Page Number: 139
End Page Number: 148
Publication Date: Apr 1999
Journal: Operations Research Letters
Authors: ,
Keywords: programming: branch and bound, programming: integer
Abstract:

In this paper, the problem of solving multiparametric 0–1 mixed-integer linear programming models is considered. A novel Branch and Bound algorithm is described based on successive solutions of parametric linear programs where n right-hand side parameters are allowed to vary independently. Numerical examples are presented to illustrate the basic steps and the potential of the proposed procedure.

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