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Solving large-scale mixed-integer programs with fixed charge variables

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Abstract

We consider large-scale mixed-integer programming problems containing fixed charge variables. In practice such problems are frequently approached by using commercial mathematical programming systems. Depending on the formulation, size and structure of the problem this approach may or may not be successful. We describe algorithms for preprocessing and optimization of such problems and discuss the design of an experimental software system based on MPSX/370. Numerical results for solving some large real life problems are also presented.

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  1. IBM Thomas J. Watson Research Center, 10598, Yorktown Heights, NY, USA

    Uwe H. Suhl

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  1. Uwe H. Suhl
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Suhl, U.H. Solving large-scale mixed-integer programs with fixed charge variables. Mathematical Programming 32, 165–182 (1985). https://doi.org/10.1007/BF01586089

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  • DOI: https://doi.org/10.1007/BF01586089

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