Representations of Unbounded Optimizations as Integer Programs.
CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP
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Any optimization problem in a finite structure can be represented as an integer or mixed-integer program in integral quantities. It is shown that when an optimization problem on an unbounded structure has such a representation, it is very close to a linear programming problem, in the specific sense described in the following results. It is also shown that, if an optimization problem has such a representation, no more than n 2 equality constraints need be used, where n is the number of variables of the problem.
- Operations Research