카디널리티 제약 선형 계획법에 대한 유한 수렴 절단 알고리즘
A Finitely Convergent Cutting Plane Algorithm for Cardinality Constrained Linear Programs
김진학(아주대학교 경영학과)
49권 2호, 1~9쪽
초록
The current studies finitely convergent cutting plane algorithm for a cardinality constrained linear program (CCLP), which is a linear program defined over the hypercube with an additional constraint that the number of non-zero components in the decision variable does not exceed a specified positive integer . The construction of the cutting planes is based on the fact that a solution to the linear relaxation that violates the cardinality constraint must have nonzero components. Based on this observation, the cardinality constraint can be written as a conjunctive normal form, thereby providing a facial disjunctive formulation for the feasible set of the CCLP. Leveraging this facial structure of the CCLP, we develop a specialized cutting plane algorithm that terminates within a finite number of iterations.
Abstract
The current studies finitely convergent cutting plane algorithm for a cardinality constrained linear program (CCLP), which is a linear program defined over the hypercube with an additional constraint that the number of non-zero components in the decision variable does not exceed a specified positive integer . The construction of the cutting planes is based on the fact that a solution to the linear relaxation that violates the cardinality constraint must have nonzero components. Based on this observation, the cardinality constraint can be written as a conjunctive normal form, thereby providing a facial disjunctive formulation for the feasible set of the CCLP. Leveraging this facial structure of the CCLP, we develop a specialized cutting plane algorithm that terminates within a finite number of iterations.
- 발행기관:
- 한국경영과학회
- 분류:
- 경영학