An algorithm for multiparametric mixed-integer linear programming problems

Authors:
JoaquıN Acevedo;Efstratios N. Pistikopoulos
Affiliations:
Centre for Process Systems Engineering, Imperial College, London SW7 2BY, UK;Centre for Process Systems Engineering, Imperial College, London SW7 2BY, UK
Venue:
Operations Research Letters
Year:
1999

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Abstract

In this paper, the problem of solving multiparametric 0-1 mixed-integer linear programming models is considered. A novel Branch and Bound algorithm is described based on successive solutions of parametric linear programs where n right-hand side parameters are allowed to vary independently. Numerical examples are presented to illustrate the basic steps and the potential of the proposed procedure.