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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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Citations: View citations in EconPapers (13)

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DOI: 10.1023/A:1019241000636

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