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An exact ceiling point algorithm for general integer linear programming

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  • Robert M. Saltzman
  • Frederick S. Hillier

Abstract

We present an algorithm called the exact ceiling point algorithm (XCPA) for solving the pure, general integer linear programming problem (P). A recent report by the authors demonstrates that, if the set of feasible integer solutions for (P) is nonempty and bounded, all optimal solutions for (P) are “feasible 1‐ceiling points,” roughly, feasible integer solutions lying on or near the boundary of the feasible region for the LP‐relaxation associated with (P). Consequently, the XCPA solves (P) by implicitly enumerating only feasible 1‐ceiling points, making use of conditional bounds and “double backtracking.” We discuss the results of computational testing on a set of 48 problems taken from the literature.

Suggested Citation

  • Robert M. Saltzman & Frederick S. Hillier, 1991. "An exact ceiling point algorithm for general integer linear programming," Naval Research Logistics (NRL), John Wiley & Sons, vol. 38(1), pages 53-69, February.
    • Handle: RePEc:wly:navres:v:38:y:1991:i:1:p:53-69
    DOI: 10.1002/1520-6750(199102)38:13.0.CO;2-D
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    1. C. A. Trauth, Jr. & R. E. Woolsey, 1969. "Integer Linear Programming: A Study in Computational Efficiency," Management Science, INFORMS, vol. 15(9), pages 481-493, May.
    2. John Haldi & Leonard M. Isaacson, 1965. "A Computer Code for Integer Solutions to Linear Programs," Operations Research, INFORMS, vol. 13(6), pages 946-959, December.
    3. Larry M. Austin & Parviz Ghandforoush, 1983. "An advanced dual algorithm with constraint relaxation for all‐integer programming," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 30(1), pages 133-143, March.
    4. Frederick S. Hillier, 1969. "Efficient Heuristic Procedures for Integer Linear Programming with an Interior," Operations Research, INFORMS, vol. 17(4), pages 600-637, August.
    5. Egon Balas, 1965. "An Additive Algorithm for Solving Linear Programs with Zero-One Variables," Operations Research, INFORMS, vol. 13(4), pages 517-546, August.
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    Cited by:

    1. Joseph, A. & Gass, S. I., 2002. "A framework for constructing general integer problems with well-determined duality gaps," European Journal of Operational Research, Elsevier, vol. 136(1), pages 81-94, January.
    2. Joseph, Anito & Gass, Saul I. & Bryson, Noel, 1998. "An objective hyperplane search procedure for solving the general all-integer linear programming (ILP) problem," European Journal of Operational Research, Elsevier, vol. 104(3), pages 601-614, February.

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