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混合整数规划的分支分解方法

Decomposition Branching for Mixed Integer Programming

Operations Research · 2022
被引 7
人大 AFT50UTD24ABS 4*

中文导读

提出一种结合分支定界与分解的新方法,用于求解混合整数规划问题,在加权集合覆盖和区域化p-中位设施选址问题上比商业求解器快数个数量级。

Abstract

Applications of mixed integer programming can be found in many industries, such as transportation, healthcare, energy, and finance, and their economic impact is significant. It is also well known that mixed integer programs (MIPs) can be very difficult to solve. Their challenge continues to stimulate research in the design and implementation of efficient and effective techniques that can better solve them. In this study, we introduce a novel and powerful approach for solving certain classes of mixed integer programs (MIPs): decomposition branching. Two seminal and widely used techniques for solving MIPs, branch-and-bound and decomposition, form its foundation. Computational experiments with instances of a weighted set covering problem and a regionalized p-median facility location problem with assignment range constraints demonstrate its efficacy: it explores far fewer nodes and can be orders of magnitude faster than a commercial solver and an automatic Dantzig-Wolfe approach.

混合整数规划分支定界分解算法运筹学