Integer Programming

In some cases require that the optimal solution consists of integer values for some variables. Solving this problem is obtained by analyzing possible alternatives for integer values of these variables in an environment around the solution obtained by considering real variables. Many times the resolution of the truncated linear program is far from optimal integer, so it is necessary to use some algorithm to find the solution accurately. The most famous is the method of ‘Branch and Refine’ or Branch and Bound by their English names. The method and part of the addition of new restrictions for each decision variable (narrow) than to be evaluated independently (branch) leads to the optimal integer.

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