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An objective hyperplane search procedure for solving the general all-integer linear programming (ILP) problem |
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| Affiliation: | 1. School of Business Administration, Department of Management Science, University of Miami, 417 Jenkins Building, Coral Gables, FL 33124, USA;2. College of Business and Management, University of Maryland, College Park, MD 20742, USA;3. School of Business, Howard University, Washington, DC 20059, USA |
| Abstract: | We describe an objective hyperplane search method for solving a class of integer linear programming (ILP) problems. We formulate the search as a bounded knapsack problem and develop requisite theory for formulating knapsack problems with composite constraints and composite objective functions that facilitate convergence to an ILP solution. A heuristic solution algorithm was developed and used to solve a variety of test problems found in the literature. The method obtains optimal or near-optimal solutions in acceptable ranges of computational effort. |
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