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Discrete Monotonic Optimization with Application to a Discrete Location Problem

Tuy Hoang Michel Minoux 1 Thi Hoai-Phuong Nguyen
1 DECISION
LIP6 - Laboratoire d'Informatique de Paris 6
Abstract : A general discrete optimization problem is investigated that includes integer polynomial programs as special cases. To exploit the discrete monotonic structure of these problems, a special class of cuts called monotonicity cuts are developed and then adjusted according to a suitable procedure to accommodate discrete requirements. As illustration, the method is applied to solve a discrete location problem which is also a variant of the well known engineering problem of design centering. Computational results are reported for instances of the latter problem with up to 100 variables and 500 constraints.
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https://hal.archives-ouvertes.fr/hal-01170401
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Submitted on : Wednesday, July 1, 2015 - 3:02:07 PM
Last modification on : Friday, January 8, 2021 - 5:32:06 PM

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Tuy Hoang, Michel Minoux, Thi Hoai-Phuong Nguyen. Discrete Monotonic Optimization with Application to a Discrete Location Problem. SIAM Journal on Optimization, Society for Industrial and Applied Mathematics, 2006, 17 (1), pp.78-97. ⟨10.1137/04060932X⟩. ⟨hal-01170401⟩

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