A software for the integer linear programming

Publication date 11 October 2001

Published in Diskretnyĭ Analiz i Issledovanie Operatsiĭ. Seriya 2 (Search for Journal in Brave)

branch and bound method Forrest-Tomlin method general solver linear programming mixed integer programming numerical examples packaged method penalty function method software

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Packaged methods for numerical algorithms (65Y15) Software, source code, etc. for problems pertaining to operations research and mathematical programming (90-04) Linear programming (90C05) Mixed integer programming (90C11) Polyhedral combinatorics, branch-and-bound, branch-and-cut (90C57)

Review text

A general purpose solver for the linear integer and mixed integer programming problems is developed. It is based on the branch and bound method with the linear programming relaxation. The inverse matrices are computed by a modified Forrest-Tomlin method [cf. \textit{J. J. H. Forrest} and \textit{J. A. Tomlin}, Math. Program. 2, No. 3, 263-278 (1972; Zbl 0288.90048)]. Branching variables are selected with the help of a penalty function [cf. \textit{M.~M.~Kovalev}, Discrete optimization (integer programming), Izdatel'stvo Belorusskogo Universiteta, Minsk (1977; Zbl 0463.90063)]. A local search procedure is applied to find feasible solutions. Computational results for real world problems in airline, scheduling, and other applications are discussed.

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