在解决布尔变量混合线性规划问题的迭代算法中合成切割超平面的启发式程序

Yu. A. Mezentsev
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引用次数: 0

摘要

本文介绍了混合整数线性规划方法发展的一个有前途的方向的主要规定。该方法以切分平面程序的迭代应用为基础,尽可能充分地考虑到所求解问题的特性。启发式程序用于合成切割平面,作为构建解树的中间步骤。对生成算法的特性进行了实验研究,确定了发展该方法和扩大可解决的离散优化问题类别的前景和途径。教材通过简单直观的例子进行了说明。
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Heuristic Procedures for the Synthesis of Cutting Hyperplanes in Iterative Algorithms for Solving Mixed Linear Programming with Boolean Variables Problems
The main provisions for one of the promising directions of methods development of mixed integer linear programming are presented. The method is based on an iterative application of a cutting-plane procedure that takes into account, as fully as possible, the properties of the problems being solved. Heuristic procedures are applied for the synthesis of cutting-planes as an intermediate step substantiating the construction of a solution tree. The properties of the generated algorithms are experimentally investigated, the prospects and ways of developing the method and expanding the classes of discrete optimization problems to be solved are determined. The material is illustrated with simple visual examples.
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