METHOD OF DECOMPOSITION FOR INTEGER PROGRAMS

被引:28
作者
SWEENEY, DJ
MURPHY, RA
机构
关键词
D O I
10.1287/opre.27.6.1128
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
A method of decomposing integer programs with block angular structure is presented. It is based on the notion of searching for the optimal solution to an integer program among the near-optimal solutions to its Lagrangian relaxation. An optimality theorem is obtained and a generic decomposition algorithm is presented. An application of this approach is discussed and some computational results are reported.
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页码:1128 / 1141
页数:14
相关论文
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