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Experiments in mixed-integer linear programming

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Abstract

This paper presents a “branch and bound” method for solving mixed integer linear programming problems. After briefly discussing the bases of the method, new concepts called pseudo-costs and estimations are introduced. Then, the heuristic rules for generating the tree, which are the main features of the method, are presented. Numerous parameters allow the user for adjusting the search strategy to a given problem.

This method has been implemented in the IBM Extended Mathematical Programming System in order to solve large mixed integer L. P. problems. Numerical results making comparisons between different choices of rules are provided and discussed.

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References

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Authors and Affiliations

  1. IBM, Paris, France

    M. Benichou, J. M. Gauthier, P. Girodet, G. Hentges, G. Ribiere & O. Vincent

Authors
  1. M. Benichou
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  2. J. M. Gauthier
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  3. P. Girodet
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  4. G. Hentges
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  5. G. Ribiere
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  6. O. Vincent
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Benichou, M., Gauthier, J.M., Girodet, P. et al. Experiments in mixed-integer linear programming. Mathematical Programming 1, 76–94 (1971). https://doi.org/10.1007/BF01584074

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  • DOI: https://doi.org/10.1007/BF01584074

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