整数规划问题显式枚举效率的改进

S. G. Chen
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引用次数: 22

摘要

整数规划问题是一个数学优化或可行性规划,其中一些或全部变量被限制为整数。在许多情况下,问题可以分为整数线性规划(ILP)问题和整数非线性规划(INLP)问题。更为复杂的问题是混合整数规划(MIP)问题。有许多算法可以很好地解决ILP问题。然而,解决INLP问题的算法相对较少。在大多数情况下,显式枚举方法(EEM)可用于解决这两种问题。EEM实现起来非常简单,但代价是效率很低。为了提高整数规划问题显式枚举的效率,本文提出了一种有效的方法Chen重排法。其中的一部分也可以应用于MIP问题。本文探讨了一个有趣的例子来解释所提出的方法。
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Efficiency improvement in explicit enumeration for integer programming problems
An integer programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers. In many cases, the problems can be divided into integer linear programming (ILP) problems and integer non-linear programming (INLP) problems. A more complex problems are mixed integer programming (MIP) problems. There are many algorithms to well solve ILP problems. However, there are relatively fewer algorithms to solve INLP problems. In most situations, the explicit enumeration method (EEM) can be used to solve both kinds of problems. EEM is very simple to implement but with the price of low efficiency. This paper proposes an efficient approach namely Chen's rearrangement to improve the efficiency in explicit enumeration for integer programming problems. Part of them can also be applied to MIP problems. An interesting example is explored to explain the proposed approach.
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