On the global solution of multi-parametric mixed integer linear programming problems

Martina Wittmann-Hohlbein () and Efstratios Pistikopoulos ()

Journal of Global Optimization, 2013, vol. 57, issue 1, 73 pages

Abstract: This paper deals with the global solution of the general multi-parametric mixed integer linear programming problem with uncertainty in the entries of the constraint matrix, the right-hand side vector, and in the coefficients of the objective function. To derive the piecewise affine globally optimal solution, the steps of a multi-parametric branch-and-bound procedure are outlined, where McCormick-type relaxations of bilinear terms are employed to construct suitable multi-parametric under- and overestimating problems. The alternative of embedding novel piecewise affine relaxations of bilinear terms in the proposed algorithmic procedure is also discussed. Copyright Springer Science+Business Media, LLC. 2013

Keywords: Multi-parametric programming; Mixed integer linear programming; Global optimization; 90C31; 90C11; 90C26 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10898-012-9895-2

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