Mixed Integer Programming Problems Using Branch & Bound and Gomory's Methods
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Date
2020-06-25
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Addis Ababa University
Abstract
Mixed integer programming is a linear programming with some of the deci-
sion variables are integer and some of them are continuous. Thus, unlike to
linear programming it some what complex to solve due to the integer decision
variables. Some of the complexities are minimized using di_erent methods
such as Gomory's cutting plane, Branch and bound methods. In this project,
we presented the solutions of mixed integer linear programming using Go-
mory's Fractional cutting plane through removing the unnecessary region
from its linear programming relaxation to obtain the integer solution and
branch and bound by dividing the problem to smaller sub-problems which
are more simple than the original problem. Therefore, based on these con-
cepts, the corresponding algorithms are presented with illustrative examples.
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Keywords
Linear Programming, Simplex Method, Dual Simplex Method, Mixed Integer Programming, Cutting Plane Method, Branch and Bound Method