An Algorithm for Solving Integer Interval Linear Programming Problems: A New Method for Mixed Integer Programming.
TEXAS UNIV AUSTIN CENTER FOR CYBERNETIC STUDIES
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The paper presents a new algorithm for solving integer linear programming problems. First the problem is transformed into an equivalent integer interval linear programming problem and then a branch and bound method is applied to solve the equivalent problem. At each stage an interval linear programming problem of the most trivial type is to be solved. Gains in solution efficiency over other integer programming methods are anticipated. The method is equally valid for mixed integer problems. Author
- Operations Research