Global optimization of multi-parametric MILP problems Academic Article uri icon


  • In this paper, we present a novel global optimisation approach for the general solution of multi-parametric mixed integer linear programs (mp-MILPs). We describe an optimisation procedure which iterates between a (master) mixed integer nonlinear program and a (slave) multi-parametric program. Moreover, we explain how to overcome the presence of bilinearities, responsible for the non-convexity of the multi-parametric program, in two classes of mp-MILPs, with (i) varying parameters in the objective function and (ii) simultaneous presence of varying parameters in the objective function and the right-hand side of the constraints. Examples are provided to illustrate the solution steps. 2009 Springer Science+Business Media, LLC.

published proceedings


author list (cited authors)

  • Faisca, N. P., Kosmidis, V. D., Rustem, B., & Pistikopoulos, E. N.

citation count

  • 19

publication date

  • September 2009