4 - Mixed integer programming Flashcards
Definition of a Mixed Integer Program (MIP)
Definition of a Mixed Binary Linear Program (MBP)
A mixed binary linear program (MBP), or mixed 0-1 program, is a MIP in which the integer variables y are further restricted to take binary values. This means that the feasible set X of a MBP is defined by
Linear Relaxation of a Mixed Integer Program
Idea and Definition
If in the solution to the linear relaxation all variables (that should be integer) have integer values, …..
then it is also an optimal solution for the (mixed)
integer problem
Lower bounds for a MIP
Upper bounds for a MIP
Performance of an algorithm
2 performance measures
Running time of an algorithm
Definition
The running time of an algorithm on a particular instance is defined as the number of elementary operations performed. The elementary operations are the elementary arithmetic operations (+, −, ×, /) and the comparison of two numbers.