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Integer Programming Post-Optimal Analysis with Cutting Planes

Author

Listed:
  • Dieter Klein

    (Florida International University)

  • Sören Holm

    (Odense University)

Abstract

Sufficient conditions have been developed for testing the optimality of solutions to all-integer and mixed-integer linear programming problems after coefficient changes in the right hand side and the objective function, or after introduction of new variables. The same conditions can be used as necessary conditions for coefficient changes to alter an optimal solution. The tests are based on cutting-plane theory, and the application of the tests requires solution of the original integer problem with a cutting-plane algorithm.

Suggested Citation

  • Dieter Klein & Sören Holm, 1979. "Integer Programming Post-Optimal Analysis with Cutting Planes," Management Science, INFORMS, vol. 25(1), pages 64-72, January.
    • Handle: RePEc:inm:ormnsc:v:25:y:1979:i:1:p:64-72
    DOI: 10.1287/mnsc.25.1.64
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    Cited by:

    1. Tcha, Dong-wan & Myung, Young-soo & Chung, Ki-ho, 1995. "Parametric uncapacitated facility location," European Journal of Operational Research, Elsevier, vol. 86(3), pages 469-479, November.
    2. Lin, Chi-Jen & Wen, Ue-Pyng, 2003. "Sensitivity analysis of the optimal assignment," European Journal of Operational Research, Elsevier, vol. 149(1), pages 35-46, August.
    3. Pisinger, David & Saidi, Alima, 2017. "Tolerance analysis for 0–1 knapsack problems," European Journal of Operational Research, Elsevier, vol. 258(3), pages 866-876.
    4. Wang, Hsiao-Fan & Horng, Jyh-Shing, 1996. "Structural approach to parametric analysis of an IP on the case of the right-hand side," European Journal of Operational Research, Elsevier, vol. 92(1), pages 148-156, July.

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