Article ID: | iaor19921502 |
Country: | Netherlands |
Volume: | 52 |
Issue: | 3 |
Start Page Number: | 597 |
End Page Number: | 618 |
Publication Date: | Dec 1991 |
Journal: | Mathematical Programming |
Authors: | Resende Mauricio G.C., Karmarkar Narendra, Ramakrishnan K.G. |
Keywords: | sets |
The authors present an interior point approach to the zero-one integer programming feasibility problem based on the minimization of a nonconvex potential function. Given a polytope defined by a set of linear inequalities, this procedure generates a sequence of strict interior points of this polytope, such that each consecutive point reduces the value of the potential function. An integer solution (not necessarily feasible) is generated at each iteration by a rounding scheme. The direction used to determine the new iterate is computed by solving a nonconvex quadratic program on an ellipsoid. They illustrate the approach by considering a class of difficult set covering problems that arise from computing the 1-width of the incidence matrix of Steiner triple systems.