The bound improving sequence algorithm |
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| Authors: | Paulo Barcia |
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| Institution: | Network Planning Department, Electricidade de Portugal Computer Science Department, Universidade Nova de Lisboa, 1200 Lisbon, Portugal |
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| Abstract: | The purpose of this paper is to report on a new tool to help solve 0–1 LP's. It consists of a sequence of bounds that, under proper conditions, bridge the duality gap, i.e., converges in a finite number of steps to the optimal value of the objective function of the problem studied. As a by-product an optimal solution for that problem is produced. Computational experience is reported. |
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| Keywords: | Lagrangean relaxation knapsack problem 0–1 integer programs |
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