ある種の混合整数計画問題への内点法の応用

抄録

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.