Interior Path Methods for Heuristic Integer Programming Procedures.

Abstract

This paper considers heuristic procedures for general mixed integer linear programming with inequality constraints. It focuses on the question of how to most effectively initialize such procedures by constructing an interior path from which to search for good feasible solutions. These paths lead from an optimal solution for the corresponding linear programming problem (i.e., deleting integrality restrictions) into the interior of the feasible region for this problem. Previous methods for constructing linear paths of this kind are analyzed from a statistical viewpoint, which motivates a promising new method. These methods are then extended to piecewise linear paths in order to improve the direction of search in certain cases where constraints that are not binding on the optimal linear programming solution become particularly relevant. Computational experience is reported. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1977
Accession Number
ADA044913

Entities

People

  • Bruce H. Faaland
  • Frederick Stanton Hillier

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Computer Programming
  • Contracts
  • Discrete Distribution
  • Integer Programming
  • Linear Programming
  • Military Research
  • Normal Distribution
  • Operations Research
  • Probability
  • Probability Distributions
  • Random Variables
  • Scientific Research
  • Simplex Method
  • Statistical Analysis

Fields of Study

  • Computer science
  • Mathematics

Readers

  • Operations Research