On the global solution of multi-parametric mixed integer linear programming problems Academic Article

abstract

• This paper deals with the global solution of the general multi-parametric mixed integer linear programming problem with uncertainty in the entries of the constraint matrix, the right-hand side vector, and in the coefficients of the objective function. To derive the piecewise affine globally optimal solution, the steps of a multi-parametric branch-and-bound procedure are outlined, where McCormick-type relaxations of bilinear terms are employed to construct suitable multi-parametric under- and overestimating problems. The alternative of embedding novel piecewise affine relaxations of bilinear terms in the proposed algorithmic procedure is also discussed. 2012 Springer Science+Business Media, LLC.

authors

• Pistikopoulos, Stratos

published proceedings

• JOURNAL OF GLOBAL OPTIMIZATION

author list (cited authors)

• Wittmann-Hohlbein, M., & Pistikopoulos, E. N.

citation count

• 31

publication date

• April 2013

publisher

• Springer Nature  Publisher

keywords

• Global Optimization
• Mixed Integer Linear Programming
• Multi-parametric Programming

Digital Object Identifier (DOI)

• 10.1007/s10898-012-9895-2

start page

• 51

end page

• 73

volume

• 57

issue

• 1