A hybrid approach to discrete mathematical programming |
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Authors: | Roy E Marsten Thomas L Morin |
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Institution: | (1) University of Arizona, Tucson, Arizona, USA;(2) Purdue University, West Lafayette, Indiana, USA |
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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. |
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Keywords: | Integer Programming Dynamic Programming Branch-and-Bound Discrete Optimization |
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