Abstract
This introductory chapter first discusses the applicability of Discrete Optimisation and how Integer Programming is the most satisfactory method of solving such problems. It then describes a number of modelling techniques, such as linearisng products of variables, special ordered sets of variables, logical conditions, disaggregating constraints and variables, column generation etc. The main solution methods are described, i.e. Branch-and-Bound and Cutting Planes. Finally alternative methods such as Lagrangian Relaxation and non-optimising methods such as Heuristics and Constraint Satisfaction are outlined.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Similar content being viewed by others
References
K. AARDAL, R. WEISMANTEL, AND L. A. WOLSEY. Non-Standard Approaches to Integer Programming, Discrete Applied Mathematics, 123 (2002), 5–74
E. BALAS. Disjunctive Programming: Properties of the Convex Hull of feasible points, Discrete Applied Mathematics, 89 (1998), 1–46
E.M.L. BEALE and J.A. TOMLIN. Special facilities in a general mathematical programming system for non-convex problems using ordered sets of variables, in J. Lawrence [Ed], Proceedings of the 5 TH INTERNATIONAL CONFERENCE ON OPERATIONS RESEARCH 1969 Tavistock, London
E.M.L. BEALE. Branch and Bound methods for numerical optimisation of non-convex functions, in M.M. Barritt and D. Wishart (Eds) COMPSTAT 80: PROCEEDINGS IN COMPUTATIONAL STATISTICS 1975 pp 11–20, Physica Verlag, Wien
R. BELLMAN. Dynamic Programming. 1957 Princeton University Press
V. CHVÁTAL. Edmonds Polytopes and a Hierarchy of Combinatorial Problems, Discrete Mathematics, 4 (1973) 305–337
R. J. DAKIN. A Tree Search Algorithm for Mixed Integer Programming Problems, Computer Journal, 8 (1965), 250–255
M. R. GAREY AND D. S. JOHNSON. Computers and Interactibility: A Guide to the Theory of NP-Completeness, 1979, Freeman
P.C. GILMORE AND R.E. GOMORY. A Linear Programming Approach to the Cutting Stock Problem Part I, Operations Research, 9 (1961) 849–859
F. GLOVER. Improved Linear Integer Programming Formulations of Nonlinear Integer Problems, Management Science 224 (1975), 455–459
R. E. GOMORY. Outline of an Algorithm for Integer Solutions to Linear Programs, Bulletin of the American Mathematical Society, 64 (1958), 275–278
R. E. GOMORY. An Algorithm for the Mixed Integer Problem, Research Report, RM-2597 (1960), The Rand Corporation
R. E. GOMORY. An Algorithm for Integer Solutions to Linear Programs, Recent Advances in Mathematical Programming, R. Graves and P. Wolf (Eds), 1983, McGraw-Hill pp. 269–302
J. N. HOOKER, H. YAN, I. GROSSMANN AND R. RAMAN. Logic cuts processing networks with fixed charges, Computers and Operations Research, 21 (1994) 265–279
R. JEROSLOW. Logic-based decision support: Mixed integer model formulation, Annals of Discrete Mathematics 40, 1989, North Holland, Amsterdam
A. H. LAND AND A. G. DOIG. An Automatic Method for Solving Discrete Programming Problems, Econometrics, 28 (1969) 497–520
E.L. LAWLER, J.K. LENSTRA, A.H.G. RINNOOY KAN AND D.B. SHMOYS (Eds). The Travelling Salesman Problem. 1995, Wiley, Chichester
R. K. MARTIN. Large Scale Linear and Integer Optimization, 1999, Kluwer
G. L. NEMHAUSER AND L.A. WOLSEY Integer and Combinatorial Optimisation. 1988, Wiley, New York
A.J. ORMAN AND H.P. WILLIAMS. A Survey of Different Integer Programming Formulations of the Travelling Salesman Problem, Working Paper LSEOR 04.67, 2004, London School of Economics.
A. SCHRIJVER. Theory of Linear and Integer Programming, 1986, Wiley
H. P. WILLIAMS. Fourier-Motzkin Elimination Extension to Integer Programming Problems, Journal of Combinatorial Theory (A), 21 (1976), 118–123
H. P. WILLIAMS. A Characterisation of all Feasible Solutions to an Integer Program, Discrete Applied Mathematics, 5 (1983) 147–155
H. P. WILLIAMS. Model Solving in Mathematical Programming. Wiley, 1993
H. P. WILLIAMS. Model Building in Mathematical Programming. 4th Edition, Wiley, 1999
L. A. WOLSEY. Strong formulations for mixed integer programming: a survey, Mathematical Programming, 45 (1989) 173–191
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2006 Springer Science+Business Media, Inc.
About this chapter
Cite this chapter
Williams, H.P. (2006). The Formulation and Solution of Discrete Optimisation Models. In: Appa, G., Pitsoulis, L., Williams, H.P. (eds) Handbook on Modelling for Discrete Optimization. International Series in Operations Research & Management Science, vol 88. Springer, Boston, MA. https://doi.org/10.1007/0-387-32942-0_1
Download citation
DOI: https://doi.org/10.1007/0-387-32942-0_1
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-387-32941-3
Online ISBN: 978-0-387-32942-0
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)