Williams, H. Paul (1996) Constructing the value function for an Integer Linear Programme over a Cone. Computational Optimization and Applications, 6 (1). pp. 15-26. ISSN 0926-6003
Full text not available from this repository.Abstract
The value function of an Integer Programme is the optimal objective value expressed as a function of the right-hand-side coefficients. For an Integer Programme over a Cone (ILPC) this takes the form of a Chvátal Function which is built up from the operations of taking non-negative linear combinations and integer round-up. A doubly recursive procedure for calculating such a value function is given. This is illustrated by a small numerical example. It is also shown how the optimal solution of an ILPC can be obtained as a function of the right-hand-side through this recursion. The connection with the Group optimization representation of an ILPC is also given together with a discussion of the difficulty of calculating the value function for a general Integer Programme.
| Item Type: | Article |
|---|---|
| Official URL: | http://www.springer.com/mathematics/journal/10589 |
| Additional Information: | © 1996 Kluwer Academic Publishers |
| Divisions: | Management |
| Subjects: | Q Science > QA Mathematics |
| Date Deposited: | 24 Jan 2011 10:57 |
| Last Modified: | 11 Dec 2024 22:03 |
| URI: | http://eprints.lse.ac.uk/id/eprint/31595 |
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