Author： Wittmann-Hohlbein Martina Pistikopoulos Efstratios
Publisher： Springer Publishing Company
ISSN： 0925-5001
Source： Journal of Global Optimization, Vol.57, Iss.1, 2013-09, pp. : 51-73
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
This paper deals with the global solution of the general multi-parametric mixed integer linear programming problem with uncertainty in the entries of the constraint matrix, the right-hand side vector, and in the coefficients of the objective function. To derive the piecewise affine globally optimal solution, the steps of a multi-parametric branch-and-bound procedure are outlined, where McCormick-type relaxations of bilinear terms are employed to construct suitable multi-parametric under- and overestimating problems. The alternative of embedding novel piecewise affine relaxations of bilinear terms in the proposed algorithmic procedure is also discussed.
Related content
Access to resources
Recommend
