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Parametric branch and bound

By Fred Glover

Abstract

The paper describes a procedure for mixed integer programming that allows branches to be imposed 'by degrees', which can subsequently be revised or weeded out according to their relative influence. It is an adaptive approach in which the branch and bound tree can be manipulated and restructured. The approach also yields measures of the costs of imposing the branches that lead to integer solutions, thus providing a built-in form of sensitivity analysis for evaluating the effect of integer restrictions.

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