Iterative variable aggregation and disaggregation in IP: An application

  • Authors:
  • Vicky Mak

  • Affiliations:
  • School of Information Technology, Burwood Campus, Deakin University, Australia

  • Venue:
  • Operations Research Letters
  • Year:
  • 2007

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Abstract

This paper, using the Unconstrained Shape Matrix Optimization Problem as a test bed, we investigate various aspects of variable aggregation and disaggregation for a class of integer programs that contains binary expansion. We present theoretical and numerical results, and propose an iterative algorithm for exact solutions.