The bound improving sequence algorithm (Q1061001): Difference between revisions

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The bound improving sequence algorithm
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    The bound improving sequence algorithm (English)
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    1985
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    The purpose of this paper is to report on a new tool to help solve 0-1 LP's. It consists of a sequence of bounds that, under proper conditions, bridge the duality gap, i.e., converges in a finite number of steps to the optimal value of the objective function of the problem studied. As a by-product an optimal solution for that problem is produced. Computational experience is reported.
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    Lagrangean relaxation
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    knapsack problem
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    sequence of bounds
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    duality gap
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    Computational experience
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