Non-linear integer programming: Sensitivity analysis for branch and bound (Q1099075)
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English | Non-linear integer programming: Sensitivity analysis for branch and bound |
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Non-linear integer programming: Sensitivity analysis for branch and bound (English)
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1987
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We consider the nonlinear integer programming problem with varying right hand side and objective function coefficients. We establish what additional information to keep in the implicit enumeration tree, when solving the original problem, in order to provide us with bounds on the optimal value of a perturbed problem. The results obtained are extensions of the results given by \textit{L. Schrage} and \textit{L. Wolsey} [Oper. Res. 33, 1008-1023 (1985; Zbl 0583.90074)] for linear integer programs.
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sensitivity analysis
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branch and bound
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nonlinear integer programming
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implicit enumeration tree
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perturbed problem
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