An exact method with variable fixing for solving the generalized assignment problem

Abstract : We propose a simple exact algorithm for solving the generalized assignment problem. Our contribution is twofold: we reformulate the optimization problem into a sequence of decision problems, and we apply variable-fixing rules to solve these effectively. The decision problems are solved by a simple depth-first lagrangian branch-and-bound method, improved by our variable-fixing rules to prune the search tree. These rules rely on lagrangian reduced costs which we compute using an existing but little-known dynamic programming algorithm. Keywords Integer programming · Generalized assignment problem · Branch and bound · Lagrangian relaxation · Dynamic programming
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https://hal.archives-ouvertes.fr/hal-01320026
Contributor : Bibliothèque Universitaire Déposants Hal-Avignon <>
Submitted on : Monday, May 23, 2016 - 1:39:31 PM
Last modification on : Wednesday, April 17, 2019 - 12:15:35 PM

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Marius Posta, Jacques A. Ferland, Philippe Michelon. An exact method with variable fixing for solving the generalized assignment problem. Computational Optimization and Applications, Springer Verlag, 2012, ⟨10.1007/s10589-011-9432-0⟩. ⟨hal-01320026⟩

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