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The Formulation and Solution of Discrete Optimisation Models

In: Handbook on Modelling for Discrete Optimization

Author

Listed:
  • H. Paul Williams

    (London School of Economics)

Abstract

This introductory chapter first discusses the applicability of Discrete Optimisation and how Integer Programming is the most satisfactory method of solving such problems. It then describes a number of modelling techniques, such as linearisng products of variables, special ordered sets of variables, logical conditions, disaggregating constraints and variables, column generation etc. The main solution methods are described, i.e. Branch-and-Bound and Cutting Planes. Finally alternative methods such as Lagrangian Relaxation and non-optimising methods such as Heuristics and Constraint Satisfaction are outlined.

Suggested Citation

  • H. Paul Williams, 2006. "The Formulation and Solution of Discrete Optimisation Models," International Series in Operations Research & Management Science, in: Gautam Appa & Leonidas Pitsoulis & H. Paul Williams (ed.), Handbook on Modelling for Discrete Optimization, chapter 0, pages 3-38, Springer.
    • Handle: RePEc:spr:isochp:978-0-387-32942-0_1
    DOI: 10.1007/0-387-32942-0_1
    as

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