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Aggregation and Disaggregation in Integer Programming Problems

Author

Listed:
  • Åsa Hallefjord

    (Chr. Michelsen Institute, Bergen, Norway)

  • Sverre Storøy

    (University of Bergen, Bergen, Norway)

Abstract

Column aggregation of 0/1 programming problems is considered. By relaxing the integer requirements in the aggregated problem, an easy problem results, the solution of which can be used to compute bounds on the loss of accuracy in the objective function value. It is shown how these bounds can be improved by identification of valid inequalities and by exploiting primal degeneracy. A small example is given to illustrate the procedure.

Suggested Citation

  • Åsa Hallefjord & Sverre Storøy, 1990. "Aggregation and Disaggregation in Integer Programming Problems," Operations Research, INFORMS, vol. 38(4), pages 619-623, August.
    • Handle: RePEc:inm:oropre:v:38:y:1990:i:4:p:619-623
    DOI: 10.1287/opre.38.4.619
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    Cited by:

    1. Murwan Siddig & Yongjia Song, 2022. "Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse," Computational Optimization and Applications, Springer, vol. 81(1), pages 201-250, January.
    2. Beltran-Royo, C., 2017. "Two-stage stochastic mixed-integer linear programming: The conditional scenario approach," Omega, Elsevier, vol. 70(C), pages 31-42.

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    Keywords

    programming; integer: integer algorithms;

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