| Article ID: | iaor19912100 |
| Country: | India |
| Volume: | 12 |
| Issue: | 2 |
| Start Page Number: | 295 |
| End Page Number: | 306 |
| Publication Date: | May 1991 |
| Journal: | Journal of Information & Optimization Sciences |
| Authors: | Helming Reidun, Jornsten Kurt |
| Keywords: | programming: linear, computational analysis, optimization: simulated annealing |
The authors present a way to incorporate a simulated annealing approach when a general zero-one programming problem is solved by means of linear programming and classical branch and bound. The method is based on a repetitive application of the Pivot and complement heuristic in which cutting planes are added to avoid repetition of previously obtained solutions and where an objective function cut is added in case the solution obtained is regarded as inappropriate in terms of the simulated annealing idea. The method is illustrated on a set of multiconstraint knapsack problems.