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Optimization in mixed‐integer space with a single linear bound

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  • Thomas A. Lambe

Abstract

The search for an optimal point in a mixed‐integer space with a single linear bound may be significantly reduced by a procedure resembling the Lagrangian technique. This procedure uses the coefficients of the linear bound to generate a set of necessary conditions that may eliminate most of the space from further consideration. Enumerative or other techniques can then locate the optimum with greater efficiency. Several methods are presented for applying this theory to separable and quadratic objectives. In the maximization of a separable concave function, the resulting average range of the variables is approximately equal to the maximum (integer) coefficient of the constraint equation.

Suggested Citation

  • Thomas A. Lambe, 1974. "Optimization in mixed‐integer space with a single linear bound," Naval Research Logistics Quarterly, John Wiley & Sons, vol. 21(2), pages 275-288, June.
    • Handle: RePEc:wly:navlog:v:21:y:1974:i:2:p:275-288
    DOI: 10.1002/nav.3800210207
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