Exact Ceiling Point Algorithm for General Integer Linear Programming

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Defense Technical Information Center, 1988 - Programming (Mathematics) - 76 pages
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This report describes an exact algorithm for the pure, general integer linear programming problem (ILP). Common applications of this model occur in capital budgeting (project selection), resource allocation and fixed-charge (plant location) problems. The central theme of our algorithm is to enumerate a subset of all solutions called feasible 1-ceiling points. A feasible 1-ceiling point may be thought of as an integer solution lying on or near the boundary of the feasible region for the LP-relaxation associated with (ILP). Precise definitions of 1-ceiling points and the role they play in an integer linear program are presented in a recent report by the authors. One key theorem therein demonstrates that all optimal solutions for an (ILP) whose feasible region is non-empty and bounded are feasible 1-ceiling points. Consequently, such a problem may be solved by enumerating just its feasible 1-ceiling points. Our approach is to implicitly enumerate 1-ceiling points with respect to one constraint at a time while simultaneously considering feasibility. Computational results from applying this incumbent-improving Exact Ceiling Point Algorithm to 48 test problems taken from the literature indicate that this enumeration scheme may hold potential as a practical approach for solving problems with certain types of structure. (KR).

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