Branch and Bound Methods for Mathematical Programming Systems

摘要: Branch and Bound algorithms have been incorporated in many mathematical programming systems, enabling them to solve large nonconvex problems. These are usually formulated as linear problems with some variables being required take integer values. But it is sometimes better formulate terms of Special Ordered Sets which either only one, or else an adjacent pair, may nonzero Algorithms for both types formulation reviewed. And a new technique, known Linked Sets, introduced handle sums products functions nonlinear the coefficients right hand sides otherwise linear, integer, problem.