Discrete right hand side parametrization for linear integer programs |
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| Authors: | Søren Holm Dieter Klein |
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| Affiliation: | Institute of History and Social Science, Odense University, Odense, Denmark;School of Business and Organizational Sciences, Florida International University, Miami, Florida, U.S.A. |
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| Abstract: | A procedure is presented which allows for discrete parametric analysis of the right hand side of an integer linear programming problem (ILP). The ILP must be solved using Gomor cuts, and certain information about these cuts must be saved. When the right hand side of the ILP is shifted, these cuts shift too. The corresponding shifts can be computed without performing additional cuts or pivots. These shifts are used to calculate a new solution which, if feasible is optimal. If the solution is not optimal, additional cuts may be required. The procedure is illustrated with example. |
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