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A bounded dual (all‐integer) integer programming algorithm with an objective cut

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  • Larry M. Austin
  • Michael E. Hanna

Abstract

In this article, we describe a new algorithm for solving all‐integer, integer programming problems. We generate upper bounds on the decision variables, and use these bounds to create an advanced starting point for a dual all‐integer cutting plane algorithm. In addition, we use a constraint derived from the objective function to speed progress toward the optimal solution. Our basic vehicle is the dual all‐integer algorithm of Gomory, but we incorporate certain row‐ and column‐selection criteria which partially avoid the problem of dual‐degenerate iterations. We present the results of computational testing.

Suggested Citation

  • Larry M. Austin & Michael E. Hanna, 1983. "A bounded dual (all‐integer) integer programming algorithm with an objective cut," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 30(2), pages 271-281, June.
    • Handle: RePEc:wly:navlog:v:30:y:1983:i:2:p:271-281
    DOI: 10.1002/nav.3800300208
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