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Mixed Integer
Linear Programming
Solves a MILP (Mixed Integer Linear Programming) problem.
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| m, n |
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No. of explicit constraints and no. of
structural variables. |
| MaxMin |
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For maximization, 'Max' comes
from min(−z). |
| itmax, msglvl |
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Maximum iterations (0, no limit); message level (0, 1, 5, 10).
• |
| toliv, tolfes |
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Feasibility tolerances: integer feas. tol.,
constraint feas. tol.. • |
| intvar |
1 for each integer variable, 0 otherwise •
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| cvec |
Coefficients in the objective function •
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| A |
Constraint coefficients ("<" means "≤"). Use
"−i", "+i" for minus or plus infinity.
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At least, one variable must be declared integer
(through 'intvar').
Solution tree for the
example problem… |
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References:
• Wagner, Harvey M., 1972+,
"Principles of Operations
Research, with applications to managerial decisions",
John Wiley, New York, NY (USA).
• H02BBF.pdf, NAG Fortran Library
Manual, Mark 21. |
