AN APPLICATION OF DUALITY THEORY TO ZERO-ONE INTEGER PROGRAMS HAVING CONVEX OBJECTIVE FUNCTIONS.
Abstract
The report contains a discussion of a zero-one integer programming algorithm for solving the following problem: min (f(x) : (b + Ax) > or = 0, (x sub j) = 0 or 1) where f(x) is a differentiable convex function, b is an m-vector, x is an n-vector and A is an mxn matrix. The algorithm is a generalization of one developed by Geoffrion for solving the above problem when f(x) is linear. The basic motivation for performing this research was a desire to construct an algorithm for solving an aircraft maintenance scheduling problem. Limited experimental experience is reported. The results of the tests indicate solution times increase approximately quadratically as a function of increasing the number of integer variables in the problem structure. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1969
- Accession Number
- AD0702811
Entities
People
- John A. Muckstadt
Organizations
- Air Force Institute of Technology