Improving the LP bound of a MILP by branching concurrently

Details Improving the LP bound of a MILP by branching concurrently Improving the LP bound of a MILP by branching concurrently

2007-11-02

arxiv.org/abs/0711.0311v2

Computer Science

Discrete Mathematics

21 pages of a possibly new theory submitted by a hobby researcher. Uses algorithmic.sty

Scientific paper

We'll measure the differences of the dual variables and the gain of the objective function when creating new problems, which each has one inequality more than the starting LP-instance. These differences of the dual variables are naturally connected to the branches. Then we'll choose those differences of dual variables, so that for all combinations of choices at the connected branches, all dual inequalities will hold for sure. By adding the gain of each chosen branching, we get a total gain, which gives a better limit of the original problem. By this technique it is also possible to create cuts.

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