Transactions of the Institute of Systems, Control and Information Engineers
Online ISSN : 2185-811X
Print ISSN : 1342-5668
ISSN-L : 1342-5668
An Application of the Interior Point Method to some Mixed Integer Programming Problems
Kazunori SAWAIOsamu SAEKIKiichiro TSUJI
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2001 Volume 14 Issue 2 Pages 71-77

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Abstract

Mixed Integer Programming (MIP) problems are widely used. They are generally solved by the branch and bound method. It requires much calculation time to solve these problems. The first relaxed problems of MIP problems occasionally have several optimal basic solutions. In this paper, we propose a method which is an application of the interior point method to the branch and bound method for these problems. It is shown that the proposed method has an advantage over the conventional method. A numerical study on the optimal operation problem of the cogeneration system which is one of MIP problems shows that the proposed method reduces the number of subproblems and the computational time.

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