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JOURNALS // Siberian Journal of Pure and Applied Mathematics // Archive

Vestn. Novosib. Gos. Univ., Ser. Mat. Mekh. Inform., 2008 Volume 8, Issue 1, Pages 38–50 (Mi vngu278)

Solution of One Problem of Choice of Products by Means of Branch and Bound Method

R. M. Larin, E. V. Hmel

Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences, Novosibirsk

Abstract: In article the mixed-integer linear programming problem (with binary variables) is considered. This problem is NP-complete as generalizes knapsack problem. The new way of calculation of bounds in branch and bound method is offered. The way is based on transition to a dual problem in continuous variables and on known minimax theorems. The numerical example illustrates features of such approach.

UDC: 519.854 + 519.852

Received: 01.12.2006



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