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SOLVING METHOD IN SOLVING MIXED INTEGER PROGRAMMING PROBLEM BY DATA PROCESSOR
SOLVING METHOD IN SOLVING MIXED INTEGER PROGRAMMING PROBLEM BY DATA PROCESSOR
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机译：用数据处理器解决混合整数规划问题的方法
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摘要
PURPOSE:To prevent looping in the retrieval of a solution and to prevent stoppage even for a local optimum solution by supplying an initial solution to the variable of a target function, changing the variable in a direction where the value of the target function increases and repeating to obtain the optimum solution by a simplex method. CONSTITUTION:When an optional integer xS is allocated to the variable (x) of a mixed integer programming problem, a linear programming problem LP(xS) for the integer xS is defined as ZLP (xS) = maxhy subject to Gy=b-AxS, 0=y and is solved by the simplex method. An integer variable value allocation module 20 allocates the variable of the integer to the variable based on conditions held in necessary condition holding part 14. A linear programming problem optimization module 21 solves the linear programming problem based on the target function and the conditional expression held in a linear programming problem holding part 11 based on the allocated variable, generates the next necessary conditions and adds them to the necessary condition holding part 14. It is repeated until stopping conditions are satisfied.
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