An algorithm for the solution of multiparametric mixed integer linear programming problems

被引：147

作者：

Dua, V ^{[1
]}

Pistikopoulos, EN ^{[1
]}

机构：

[1] Univ London Imperial Coll Sci Technol & Med, Ctr Proc Syst Engn, Dept Chem Engn, London SW7 2BY, England

来源：

ANNALS OF OPERATIONS RESEARCH | 2000年 / 99卷 / 1-4期

关键词：

multiparametric mixed integer linear programming;

D O I：

10.1023/A:1019241000636

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, we present an algorithm for the solution of multiparametric mixed integer linear programming (mp-MILP) problems involving (i) 0-1 integer variables, and, (ii) more than one parameter, bounded between lower and upper bounds, present on the right hand side (RHS) of constraints. The solution is approached by decomposing the mp-MILP into two subproblems and then iterating between them. The first subproblem is obtained by fixing integer variables, resulting in a multiparametric linear programming (mp-LP) problem, whereas the second subproblem is formulated as a mixed integer linear programming (MILP) problem by relaxing the parameters as variables.

引用

页码：123 / 139

页数：17

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