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Integer Programming Reformulations in Interval Linear Programming

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F21%3A10437050" target="_blank" >RIV/00216208:11320/21:10437050 - isvavai.cz</a>

  • Result on the web

    <a href="https://doi.org/10.1007/978-3-030-86841-3_1" target="_blank" >https://doi.org/10.1007/978-3-030-86841-3_1</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1007/978-3-030-86841-3_1" target="_blank" >10.1007/978-3-030-86841-3_1</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Integer Programming Reformulations in Interval Linear Programming

  • Original language description

    Interval linear programming provides a mathematical model for optimization problems affected by uncertainty, in which the uncertain data can be independently perturbed within the given lower and upper bounds. Many tasks in interval linear programming, such as describing the feasible set or computing the range of optimal values, can be solved by the orthant decomposition method, which reduces the interval problem to a set of linear-programming subproblems-one linear program over each orthant of the solution space. In this paper, we explore the possibility of utilizing the existing integer programming techniques in tackling some of these difficult problems by deriving a mixed-integer linear programming reformulation. Namely, we focus on the optimal value range problem, which is NP-hard for general interval linear programs. For this problem, we compare the obtained reformulation with the traditionally used orthant decomposition and also with the non-linear absolute-value formulation that serves as a basis for both of the former approaches. (C) 2021, The Author(s), under exclusive license to Springer Nature Switzerland AG.

  • Czech name

  • Czech description

Classification

  • Type

    C - Chapter in a specialist book

  • CEP classification

  • OECD FORD branch

    50201 - Economic Theory

Result continuities

  • Project

    <a href="/en/project/GA18-04735S" target="_blank" >GA18-04735S: Novel approaches for relaxation and approximation techniques in deterministic global optimization</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2021

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Book/collection name

    AIRO Springer Series

  • ISBN

    978-3-030-86841-3

  • Number of pages of the result

    11

  • Pages from-to

    3-13

  • Number of pages of the book

    247

  • Publisher name

    Springer Nature

  • Place of publication

    Cham

  • UT code for WoS chapter