Williams, H. P. (2013) The dependency diagram of a mixed integer linear programme. Working paper, LSEOR 13.139. Management Science Group, Department of Management, The London School of Economics and Political Science, London, UK.
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The Dependency Diagram of a Linear Programme (LP) shows how the successive inequalities of an LP depend on former inequalities, when variables are projected out by Fourier- Motzkin Elimination. This is explained in a paper referenced below. The paper, given here, extends the results to the Mixed Integer case (MILP). It is shown how projection of a MILP leads to a finite disjunction of polytopes. This is expressed as a set of inequalities (mirroring those in the LP case) augmented by correction terms with finite domains which are subject to linear congruences.
|Item Type:||Monograph (Working Paper)|
|Additional Information:||© 2013 The London School of Economics and Political Science|
|Library of Congress subject classification:||H Social Sciences > HD Industries. Land use. Labor > HD28 Management. Industrial Management
Q Science > QA Mathematics
|Sets:||Departments > Management
Research centres and groups > Management Science Group
|Identification Number:||LSEOR 13.139|
|Date Deposited:||16 Apr 2013 14:21|
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