Bound Improving Sequences: A Tool for Discrete Programming
The purpose of this note is to report a new tool for discrete programming: Bound improving sequences. It consists on the construction of a sequence of bounds that, under appropriate conditions, converges in a finite number of steps to the optimal value of the objective function of the Problem studie...
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| Formato: | workingPaper |
| Idioma: | eng |
| Publicado em: |
2019
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| Texto completo: | http://hdl.handle.net/10362/89159 |
| País: | Portugal |
| Oai: | oai:run.unl.pt:10362/89159 |
| Resumo: | The purpose of this note is to report a new tool for discrete programming: Bound improving sequences. It consists on the construction of a sequence of bounds that, under appropriate conditions, converges in a finite number of steps to the optimal value of the objective function of the Problem studied. As a byproduct an optimal solution for that problem is produced. For the case of 0-1 LP's such a sequence can be efficiently computed. Examples, geometric interpretations and computational experience reports for this case are given. |
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