伪原对偶整数规划算法。

F. Glover
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引用次数: 15

摘要

摘要:伪原对偶算法分两个阶段解决纯整数规划问题,系统地破坏和恢复对偶可行性,同时保持一个全整数矩阵。该算法与Gomory全整数算法和Young原始整数规划算法相关,与前者在对偶可行阶段的区别在于切割和支点变量的选择,与后者在对偶不可行阶段的区别在于使用更严格(和更快)的规则来恢复对偶可行性。该算法在两个连续的对偶不可行性阶段之间产生的目标函数值的净进步至少与用对偶单纯形法进行旋转产生的目标函数值的净进步一样大。举例说明了该方法的基本特点和变化。(作者)
本文章由计算机程序翻译,如有差异,请以英文原文为准。
A PSEUDO PRIMAL-DUAL INTEGER PROGRAMMING ALGORITHM.
Abstract : The Pseudo Primal-Dual Algorithm solves the pure integer programming problem in two stages, systemmatically violating and restoring dual feasibility while maintaining an all-integer matrix. The algorithm is related to the Gomory All-Integer Algorithm and the Young Primal Integer Programming Algorithm, differing from the former in the dual feasible stage by the choice of cuts and pivot variable, and from the latter in the dual infeasible stage by the use of a more rigid (and faster) rule for restoring dual feasibility. The net advance in the objective function value produced by the algorithm between two consecutive stages of dual infeasibility is shown to be at least as great as that produced by pivoting with the dual simplex method. Example problems are given that illustrate basic features and variations of the method. (Author)
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