AN ALGORITHM FOR THE MIXED INTEGER PROBLEM

Ralph E. Gomory

1960 · 352 citations · 0 references

Concepts

Abstract

Abstract : An algorithm is given for the numerical solution of the 'mixed integer' linear programming problem, the problem of maximizing a linear form in finitely many variables constrained both by linear inequalities and the requirement that a proper subset of the variables assume only integral values. The algorithm is an extension of the cutting plane technique for the solution of the 'pure integer' problem.