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학술논문한국경영과학회지2024.05 발행

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
DOI:
http://dx.doi.org/10.7737/JKORMS.2024.49.2.001
분류:
경영학

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카디널리티 제약 선형 계획법에 대한 유한 수렴 절단 알고리즘 | 한국경영과학회지 2024 | AskLaw | 애스크로 AI