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A NOTE ON USER SOLUTION STRATEGY FOR MIXED‐INTEGER LINEAR PROGRAMMING MODELS
Author(s) -
Rowse John
Publication year - 1981
Publication title -
decision sciences
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.238
H-Index - 108
eISSN - 1540-5915
pISSN - 0011-7315
DOI - 10.1111/j.1540-5915.1981.tb00066.x
Subject(s) - integer programming , linear programming , computer science , mathematical optimization , production (economics) , investment (military) , reduction (mathematics) , integer (computer science) , operations research , algorithm , mathematics , economics , programming language , geometry , politics , political science , law , macroeconomics
Large‐scale mixed‐integer linear programming (MILP) models may easily prove extraordinarily difficult to solve, even with efficient commercially implemented MILP solution codes. Drawing on experience gained in solving and analyzing three intertemporal investment planning MILP models for electric power supply, this note offers several practical suggestions for reducing computer solution times for general production‐allocation MILP models. Solution time reduction stems from judicious use of the powerful computational capabilities of existing commercial linear programming codes in conjunction with information known or to be learned by the practitioner about the model's structure.