整数规划的有效集割平面法

The Active Set Cutting Plane Method for Integer Programming

摘要: 探讨了用线性规划的有效集法求解整数规划问题,称之为有效集割平面法。有效集割平面法导出割平面方程比单纯形平面法导出割平面方程更为直观、自然,且整个计算过程的计算量大大减少。本文导出的割集平面方程亦可使用于单纯形法。

Abstract: In this paper,the Active Set cutting plane method for integer programming is derived from Active Set method of linear programming. The idea to derive cutting plane equation from Active Set cutting plane method is more natural and intuitional than to derive from simplex cutting plane method.