Constructive characterizations of the value function of a mixed-integer program. II (Q1062914)
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English | Constructive characterizations of the value function of a mixed-integer program. II |
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Constructive characterizations of the value function of a mixed-integer program. II (English)
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1985
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[For part I see ibid. 9, 217-233 (1984; Zbl 0545.90079).] - We study the 'pre-multiplied mixed integer constraint set', which has the form: \[ (PMIP)v\quad Ax+By=Cv,\quad x,y\geq 0;\quad x\quad integer. \] We shall provide a characterization of the sets of the form \(S=\{v|\) for some x, \(y\geq 0\) with x integer, \(Cv=Ax+By\}\) in terms of an inductively- defined class of functions, the Gomory functions of the authors [Math. Program. 23, 237-273 (1982; Zbl 0482.90068)]. We shall also obtain characterizations of 'value functions' of the form \(z(v)=\min \{cx+dy|\) \(Ax+By=Cv\); x,y\(\geq 0\); x integer\(\}\) in terms, both, of an inductively-defined function class, and a second function class described in the paper. In our work, we shall assume that A, B, C, v, c and d are rational.
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pre-multiplied mixed integer constraint set
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Gomory functions
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