Tabu search method with decomposition procedures for block-angular integer programming problems

Abstract

In general, various decision making situations in the real world are often formulated as large-scale mathematical programming problems involving many decision variables and constraints. Since the number of solutions to be searched rapidly increases as a problem becomes large, it is very difficult to obtain the strict optimal solution to the problem. Recently, good results in applying tabu search methods to various optimization problems have been reported. Under these circumstances, for block-angular integer programming problems, we propose a tabu search method with decomposition procedures to utilize the special structure.