Non-linear integer programming: Sensitivity analysis for branch and bound

  • Authors:
  • Jadranka Skorin-Kapov;Frieda Granot

  • Affiliations:
  • Faculty of Commerce and Business Administration, The University of British Columbia, 2053 Main Hall, Vancouver, B.C., Canada V6T 1Y8;Faculty of Commerce and Business Administration, The University of British Columbia, 2053 Main Hall, Vancouver, B.C., Canada V6T 1Y8

  • Venue:
  • Operations Research Letters
  • Year:
  • 1987

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Abstract

We consider in this paper the non-linear integer programming problem with varying right hand side and objective function coefficients. We establish what additional information to keep in the implicit enumeration tree, when solving the original problem, in order to provide us with bounds on the optimal value of a perturbed problem. The results obtained are extensions of the results given by Schrage and Wolsey [10] for linear integer programs.