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A hybrid approach to discrete mathematical programming
Authors:Roy E Marsten  Thomas L Morin
Institution:(1) University of Arizona, Tucson, Arizona, USA;(2) Purdue University, West Lafayette, Indiana, USA
Abstract:The dynamic programming and branch-and-bound approaches are combined to produce a hybrid algorithm for separable discrete mathematical programs. Linear programming is used in a novel way to compute bounds. Every simplex pivot permits a bounding test to be made on every active node in the search tree. Computational experience is reported.
Keywords:Integer Programming  Dynamic Programming  Branch-and-Bound  Discrete Optimization
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