An Algorithm for the Solution of Multiparametric Mixed Integer Linear Programming Problems
Vivek Dua () and
Efstratios Pistikopoulos
Annals of Operations Research, 2000, vol. 99, issue 1, 123-139
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. Copyright Kluwer Academic Publishers 2000
Keywords: multiparametric mixed integer linear programming (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1023/A:1019241000636
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