Price-and-branch algorithm for mixed integer linear programming
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United States of America Patent
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Aug 16, 2016
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app pub date -
May 14, 2014
filing date -
May 14, 2014
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Abstract
A method includes forming a working mixed integer linear program (MILP) from a given MILP at least by choosing a subset of variables from the MILP, wherein the working MILP includes the chosen subset of variables but no other variables from the given MILP. The working MILP is solved to determine a solution. Using the solution, a special linear program is formed and solved to determine a price of each constraint relative to the solution. Using the prices, variables that are not in the working MILP are evaluated to determine any variables that can contribute to an improved solution. The variables evaluated as contributing to an improved solution are added to the working MILP. The working MILP with the added variables is solved. Apparatus and program products are also disclosed.
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