The integration of interior-point methods, decomposition concepts and branch-and-bound to solve large scale MIPs

نویسنده

  • Samir Elhedhli
چکیده

Mixed integer programming (MIP) is a powerful modelling tool for decision-making in the industry and in the public sector. Integer requirements are essential to model a wide variety of situations involving assignment restrictions, logical constraints and yes/no decisions, to name a few. Usually real-life applications result in mixed integer programs that are large in size and that are beyond the solution capabilities of the available software. To meet the challenge of solving large scale mixed integer programming problems in reasonable time, there is an urgent need to develop new solution approaches and algorithmic ideas. Large-scale MIP is characterized not only by large size but also by special structure. Structure results from model characteristics such as multi-item, multi-period or multi-echelon. It is through careful exploitation of this feature that efficient solution methodologies are designed.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Compromise Decision-Making Model Based on TOPSIS and VIKOR for Multi-Objective Large- Scale Nonlinear Programming Problems with A Block Angular Structure under Fuzzy Environment

This paper proposes a compromise model, based on a new method, to solve the multiobjectivelarge scale linear programming (MOLSLP) problems with block angular structureinvolving fuzzy parameters. The problem involves fuzzy parameters in the objectivefunctions and constraints. In this compromise programming method, two concepts areconsidered simultaneously. First of them is that the optimal alter...

متن کامل

An interior-point algorithm for $P_{ast}(kappa)$-linear complementarity problem based on a new trigonometric kernel function

In this paper, an interior-point algorithm  for $P_{ast}(kappa)$-Linear Complementarity Problem (LCP) based on a new parametric trigonometric kernel function is proposed. By applying strictly feasible starting point condition and using some simple analysis tools, we prove that our algorithm has $O((1+2kappa)sqrt{n} log nlogfrac{n}{epsilon})$ iteration bound for large-update methods, which coinc...

متن کامل

A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems

BOUND-CONSTRAINED MINIMIZATION PROBLEMS MARY ANN BRANCH , THOMAS F. COLEMAN AND YUYING LI Abstract. A subspace adaptation of the Coleman-Li trust region and interior method is proposed for solving large-scale bound-constrained minimization problems. This method can be implemented with either sparse Cholesky factorization or conjugate gradient computation. Under reasonable conditions the converg...

متن کامل

An Interior Point Algorithm for Solving Convex Quadratic Semidefinite Optimization Problems Using a New Kernel Function

In this paper, we consider convex quadratic semidefinite optimization problems and provide a primal-dual Interior Point Method (IPM) based on a new kernel function with a trigonometric barrier term. Iteration complexity of the algorithm is analyzed using some easy to check and mild conditions. Although our proposed kernel function is neither a Self-Regular (SR) fun...

متن کامل

A New Compromise Decision-making Model based on TOPSIS and VIKOR for Solving Multi-objective Large-scale Programming Problems with a Block Angular Structure under Uncertainty

This paper proposes a compromise model, based on a new method, to solve the multi-objective large-scale linear programming (MOLSLP) problems with block angular structure involving fuzzy parameters. The problem involves fuzzy parameters in the objective functions and constraints. In this compromise programming method, two concepts are considered simultaneously. First of them is that the optimal ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2002