The analysis of the stability of some integer programming algorithms with respect to the objective function
Izvestiâ vysših učebnyh zavedenij. Matematika, no. 4 (2011), pp. 23-32
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In this paper we define the notion of the stability with respect to the objective function for a wide class of integer linear programming algorithms. We study the stability of some of them under small variations of coefficients in the objective function. We prove the existence of both stable and unstable versions of the $L$-class enumeration algorithms. We show that some branch and bound algorithms, as well as some decomposition algorithms with Benders cuts, are unstable. We propose a modification of the considered decomposition algorithms that makes the latter stable with respect to the objective function.
Keywords:
discrete optimization, integer programming, stability of algorithms, $L$-class enumeration, branch and bound method, Benders decomposition.
@article{IVM_2011_4_a3,
author = {M. V. Devyaterikova and A. A. Kolokolov and N. A. Kosarev},
title = {The analysis of the stability of some integer programming algorithms with respect to the objective function},
journal = {Izvesti\^a vys\v{s}ih u\v{c}ebnyh zavedenij. Matematika},
pages = {23--32},
publisher = {mathdoc},
number = {4},
year = {2011},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/IVM_2011_4_a3/}
}
TY - JOUR AU - M. V. Devyaterikova AU - A. A. Kolokolov AU - N. A. Kosarev TI - The analysis of the stability of some integer programming algorithms with respect to the objective function JO - Izvestiâ vysših učebnyh zavedenij. Matematika PY - 2011 SP - 23 EP - 32 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/IVM_2011_4_a3/ LA - ru ID - IVM_2011_4_a3 ER -
%0 Journal Article %A M. V. Devyaterikova %A A. A. Kolokolov %A N. A. Kosarev %T The analysis of the stability of some integer programming algorithms with respect to the objective function %J Izvestiâ vysših učebnyh zavedenij. Matematika %D 2011 %P 23-32 %N 4 %I mathdoc %U http://geodesic.mathdoc.fr/item/IVM_2011_4_a3/ %G ru %F IVM_2011_4_a3
M. V. Devyaterikova; A. A. Kolokolov; N. A. Kosarev. The analysis of the stability of some integer programming algorithms with respect to the objective function. Izvestiâ vysših učebnyh zavedenij. Matematika, no. 4 (2011), pp. 23-32. http://geodesic.mathdoc.fr/item/IVM_2011_4_a3/