Non-linear integer programming: Sensitivity analysis for branch and bound

Jadranka Skorin-Kapov; Frieda Granot

doi:10.1016/0167-6377(87)90041-1

Non-linear integer programming: Sensitivity analysis for branch and bound

Jadranka Skorin-Kapov
, Frieda Granot

Dean's Office, College of Business

Stony Brook University

University of British Columbia

Research output: Contribution to journal › Article › peer-review

26 Scopus citations

Abstract

We consider in this paper the non-linear integer programming problem with varying right hand side and objective function coefficients. We establish what additional information to keep in the implicit enumeration tree, when solving the original problem, in order to provide us with bounds on the optimal value of a perturbed problem. The results obtained are extensions of the results given by Schrage and Wolsey [10] for linear integer programs.

Original language	English
Pages (from-to)	269-274
Number of pages	6
Journal	Operations Research Letters
Volume	6
Issue number	6
DOIs	https://doi.org/10.1016/0167-6377(87)90041-1
State	Published - Dec 1987

Keywords

brand and bound
non-linear integer programming
sensitivity analysis

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10.1016/0167-6377(87)90041-1

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title = "Non-linear integer programming: Sensitivity analysis for branch and bound",

abstract = "We consider in this paper the non-linear integer programming problem with varying right hand side and objective function coefficients. We establish what additional information to keep in the implicit enumeration tree, when solving the original problem, in order to provide us with bounds on the optimal value of a perturbed problem. The results obtained are extensions of the results given by Schrage and Wolsey [10] for linear integer programs.",

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author = "Jadranka Skorin-Kapov and Frieda Granot",

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AU - Granot, Frieda

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N2 - We consider in this paper the non-linear integer programming problem with varying right hand side and objective function coefficients. We establish what additional information to keep in the implicit enumeration tree, when solving the original problem, in order to provide us with bounds on the optimal value of a perturbed problem. The results obtained are extensions of the results given by Schrage and Wolsey [10] for linear integer programs.

AB - We consider in this paper the non-linear integer programming problem with varying right hand side and objective function coefficients. We establish what additional information to keep in the implicit enumeration tree, when solving the original problem, in order to provide us with bounds on the optimal value of a perturbed problem. The results obtained are extensions of the results given by Schrage and Wolsey [10] for linear integer programs.

KW - brand and bound

KW - non-linear integer programming

KW - sensitivity analysis

UR - https://www.scopus.com/pages/publications/0023598770

U2 - 10.1016/0167-6377(87)90041-1

DO - 10.1016/0167-6377(87)90041-1

M3 - Article

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VL - 6

SP - 269

EP - 274

JO - Operations Research Letters

JF - Operations Research Letters

IS - 6

ER -

Non-linear integer programming: Sensitivity analysis for branch and bound

Abstract

Keywords

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