An exact method with variable fixing for solving the generalized assignment problem
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We propose a simple exact algorithm for solving the generalized assignment problem. Our contribution is twofold: we reformulate the optimization problem into a sequence of decision problems, and we apply variable-fixing rules to solve these effectively. The decision problems are solved by a simple depth-first lagrangian branch-and-bound method, improved by our variable-fixing rules to prune the search tree. These rules rely on lagrangian reduced costs which we compute using an existing but little-known dynamic programming algorithm.
KeywordsInteger programming Generalized assignment problem Branch and bound Lagrangian relaxation Dynamic programming
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