Optimization in mixed‐integer space with a single linear bound

Thomas A. Lambe

Naval Research Logistics Quarterly, 1974, vol. 21, issue 2, 275-288

Abstract: The search for an optimal point in a mixed‐integer space with a single linear bound may be significantly reduced by a procedure resembling the Lagrangian technique. This procedure uses the coefficients of the linear bound to generate a set of necessary conditions that may eliminate most of the space from further consideration. Enumerative or other techniques can then locate the optimum with greater efficiency. Several methods are presented for applying this theory to separable and quadratic objectives. In the maximization of a separable concave function, the resulting average range of the variables is approximately equal to the maximum (integer) coefficient of the constraint equation.

Date: 1974
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1002/nav.3800210207

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:navlog:v:21:y:1974:i:2:p:275-288

Access Statistics for this article

More articles in Naval Research Logistics Quarterly from John Wiley & Sons
Bibliographic data for series maintained by Wiley Content Delivery ().