GENERATING ALTERNATIVE MIXED-INTEGER PROGRAMMING-MODELS USING VARIABLE REDEFINITION

被引:42
作者
MARTIN, RK
机构
[1] Univ of Chicago, Chicago, IL, USA, Univ of Chicago, Chicago, IL, USA
关键词
MATHEMATICAL PROGRAMMING; DYNAMIC - MATHEMATICAL PROGRAMMING; LINEAR - MATHEMATICAL TRANSFORMATIONS;
D O I
10.1287/opre.35.6.820
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
We develop a theory of variable redefinition based on relating the two sets of decision variables by a linear transformation. We describe methods for reformulating the special structure problem. The reformulated models have a more accurate linear relaxation than the problems from which they were derived, an important property within the context of linear programming-based branch-and-bound modeling approaches.
引用
收藏
页码:820 / 831
页数:12
相关论文
共 29 条
[1]   DISJUNCTIVE PROGRAMMING AND A HIERARCHY OF RELAXATIONS FOR DISCRETE OPTIMIZATION PROBLEMS [J].
BALAS, E .
SIAM JOURNAL ON ALGEBRAIC AND DISCRETE METHODS, 1985, 6 (03) :466-486
[2]  
BALAS E, 1974, ANN DISCRETE MATH, V5, P3
[3]  
BARANY I, 1984, MATH PROGRAM STUD, V22, P32, DOI 10.1007/BFb0121006
[4]  
Burkard RE., 1979, ANN DISCRETE MATH, V4, P193, DOI [10.1016/S0167-5060(08)70827-6, DOI 10.1016/S0167-5060(08)70827-6]
[5]   SOLVING LARGE-SCALE ZERO-ONE LINEAR-PROGRAMMING PROBLEMS [J].
CROWDER, H ;
JOHNSON, EL ;
PADBERG, M .
OPERATIONS RESEARCH, 1983, 31 (05) :803-834
[6]   SOLVING LARGE-SCALE SYMMETRIC TRAVELING SALESMAN PROBLEMS TO OPTIMALITY [J].
CROWDER, H ;
PADBERG, MW .
MANAGEMENT SCIENCE, 1980, 26 (05) :495-509
[7]   SOLVING MULTI-ITEM CAPACITATED LOT-SIZING PROBLEMS USING VARIABLE REDEFINITION [J].
EPPEN, GD ;
MARTIN, RK .
OPERATIONS RESEARCH, 1987, 35 (06) :832-848
[8]   THE LAGRANGIAN-RELAXATION METHOD FOR SOLVING INTEGER PROGRAMMING-PROBLEMS [J].
FISHER, ML .
MANAGEMENT SCIENCE, 1981, 27 (01) :1-18
[9]  
FISHER ML, 1980, MULTIPLIER ADJUSTED
[10]  
GARFINKEL RS, INTEGER PROGRAMMING