On the calculation of true and pseudo penalties in multiple choice integer programming

The general solution approach leading to the global optimum for multiple choice integer programming uses the branch-and-bound procedure designed for special ordered sets. Incorporated in such a solution procedure, the partitioning strategy based on a weighted mean method is most often adopted to cal...

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Bibliographic Details
Published inEuropean journal of operational research Vol. 55; no. 2; pp. 228 - 236
Main Authors Lin, Edward Y.H., Bricker, Dennis L.
Format Journal Article
LanguageEnglish
Published Amsterdam Elsevier B.V 25.11.1991
Elsevier
Elsevier Sequoia S.A
SeriesEuropean Journal of Operational Research
Subjects
Applied sciences
branch-and-bound
Exact sciences and technology
Fines & penalties
Integer programming
Mathematical models
Mathematical programming
Multiple choice integer programming
Operational research and scientific management
Operational research. Management science
Operations research
Procedures
special ordered sets
Statistical analysis
Studies
Variables
branch-and-bound
special ordered sets
Multiple choice integer programming
Integer programming
Choice
Multiple
Ordered set
Branch and bound method
Numerical simulation
Mathematical programming
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Summary:The general solution approach leading to the global optimum for multiple choice integer programming uses the branch-and-bound procedure designed for special ordered sets. Incorporated in such a solution procedure, the partitioning strategy based on a weighted mean method is most often adopted to calculate the pseudo penalties on the partitioned subconstraints for branching and backtracking. Based on a reformulation and transformation technique, we show that the calculation of true penalties of these partitioned subconstraints can be performed efficiently.
ISSN:0377-2217
1872-6860
DOI:10.1016/0377-2217(91)90227-M