求解整数规划问题的一个搜索方法

本文整数规划问题给出一种搜索方法,它类似于求解连续变量优化问题的迭代方法,从一个好的初始可行解出发,寻找一个搜索方向,沿着这个方向求出改进的可行解,然后又开始下一次迭代。此方法简单易行,可以求出问题的最优解或近似最优解,对于整数线性规划问题和整数非线性规划问题的求解都适用,并且容易推广到求解大规校整数线性规划问题。文中附有计算例子,说明方法是有效的。

A Search Method for Solving Integer Programming Problems

A search method for solving integer programming problems is presented in this paper.It is analogous to the alterative method for solving optimization problems with continuous variables.Given a good initial feasible point,a search direction is chosen and a search along the direction produces a beetter feasible point.Then the next iteration begins.The method is simple and easy to use An optimal solution or an approximation to the optimal solution can be obtained for solving integer programming problems,which can be both lincar and nonlinear.It has been show that it is easy to extend the method to solve large scale integer programming problems Computational examples are given which show that the method is efficient.