A New Algebraic Geometry Algorithm for Integer Programming
AbstractWe propose a new algorithm for solving integer programming (IP) problems that is based on ideas from algebraic geometry. The method provides a natural generalization of the Farkas lemma for IP, leads to a way of performing sensitivity analysis, offers a systematic enumeration of all feasible solutions, and gives structural information of the feasible set of a given IP. We provide several examples that offer insights on the algorithm and its properties.
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Bibliographic InfoArticle provided by INFORMS in its journal Management Science.
Volume (Year): 46 (2000)
Issue (Month): 7 (July)
integer programming; algebraic geometry; Groebner basis;
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- Castro, F. & Gago, J. & Hartillo, I. & Puerto, J. & Ucha, J.M., 2011. "An algebraic approach to integer portfolio problems," European Journal of Operational Research, Elsevier, vol. 210(3), pages 647-659, May.
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