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Given an integer programming problem, a constructive procedure is presented for generating a finite sequence of increasingly stronger dual problems to the given problem. The last dual problem in the sequence yields an optimal solution to the given integer programming problem. It is shown that this dual problem approximates the convex hull of the feasible integer solutions in a neighborhood of the optimal solution it finds. The theory is applicable to any bounded integer programming problem with rational data.
|Item Type:||Monograph (IIASA Research Memorandum)|
|Research Programs:||System and Decision Sciences - Core (SDS)|
|Depositing User:||IIASA Import|
|Date Deposited:||15 Jan 2016 01:42|
|Last Modified:||21 Jul 2016 02:28|
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