We propose an algorithm for generating feasible solutions to general mixed-integer programming problems. Computational results demonstrating the effectiveness of the heuristic are given. The source code is available as a heuristic in the COIN-OR Branch Cut Solver at www.coin-or.orgMahdi Namazifar...
Mixed integer programming problems are defined as those where some or all of the decision variables are only allowed to be integers. This is typically required in a range of real world applications in allocation and planning problems where the discrete variables represent quantities, such as the nu...
For MILFP Problems Objective: maximize(x∗ax∗b) where $x$ is variables and a, b are matrices. This ratio can be used to represent efficiency. For a Mixed Integer Linear Fractional Problem (MILFP), you may try to implement Charnes-Cooper tansformation which can convert a MILFP proble...
Mixed-integer problems are those that involve both continuous and integer variables. The introduction of integer variables allows the modeling of complex decisions through graph theoretic representations denoted assuperstructures(Floudas, 1995). This representation leads to the simultaneous determination of the...
In all chapters up to this point we have studied problems in which all variables were continuous. In this chapter, we will study optimization formulations and problems in which either all or some of the variables obtain integer or binary (either 0 or 1)
混合整数规划（Mixed Integer Programming, MIP）是一种优化问题，它结合了线性规划和整数规划的特点。在混合整数规划问题中，一部分决策变量是连续的（可以取任何实数值），而另一部分决策变量是离散的（只能取整数值）。一、基本概念 整数变量：模型中包含一些变量被限定必须取整数值，比如只能是 0 或 1，或者是正...
Integer Linear Programming Problems:整数线性规划问题 热度: 福费廷的无追索权及担保问题研究 热度: 有追索权保理未来债权让与问题研究 热度: An Exact Algorithm for Two-stage Robust Optimization with Mixed Integer Recourse Problems Long Zhao and Bo Zeng ...
(MIQP) portfolio optimization problem using the problem-based approach. The idea is to iteratively solve a sequence of mixed-integer linear programming (MILP) problems that locally approximate the MIQP problem. For the solver-based approach, seeMixed-Integer Quadratic Programming Portfolio Optimization:...
(MIQP) portfolio optimization problem using the problem-based approach. The idea is to iteratively solve a sequence of mixed-integer linear programming (MILP) problems that locally approximate the MIQP problem. For the solver-based approach, seeMixed-Integer Quadratic Programming Portfolio Optimization:...
DSP is an open-source and parallel package that implements decomposition methods for structured mixed-integer programming problems. These are structured optimization problems in the following form: minimize c^T x + \sum_{s=1}^S q_s^T y_s subject to A x = b T_s x + W_s y_s = h...