Certificates of Optimality for Mixed Integer Linear Programming Using Generalized Subadditive Generator Functions

被引：1
|
作者：
Cheung, Kevin K. H. [1 ]
Moazzez, Babak [2 ]
机构：
[1] Carleton Univ, Sch Math & Stat, 1125 Colonel Dr, Ottawa, ON K1S 5B6, Canada
[2] Univ Calif Davis, Dept Comp Sci, Davis, CA 95616 USA
来源：
ADVANCES IN OPERATIONS RESEARCH | 2016年 / 2016卷
关键词：
D O I：
10.1155/2016/5017369
中图分类号：
C93 [管理学]; O22 [运筹学];
学科分类号：
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要：
We introduce generalized subadditive generator functions for mixed integer linear programs. Our results extend Klabjan's work from pure integer programs with nonnegative entries to general MILPs. These functions suffice to achieve strong subadditive duality. Several properties of the functions are shown. We then use this class of functions to generate certificates of optimality for MILPs. We have performed a computational test study on knapsack problems to investigate the efficiency of the certificates.
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页数：11
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