Conference article

Elena V. Pachkova

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Published in: Nordic MPS 2004. The Ninth Meeting of the Nordic Section of the Mathematical Programming Society

Linköping Electronic Conference Proceedings 14:5, p. 73-87

Published: 2004-12-28

ISBN:

ISSN: 1650-3686 (print), 1650-3740 (online)

The price function is generated while solving the primal problem. However; different to the LP dual variables; the characteristics of the dual price function depend on the algorithmic approach used to solve the MIP problem. Thus; the cutting plane approach provides non-decreasing and superadditive price functions while branch-and-bound algorithm generates piecewise linear; nondecreasing and convex price functions.

Here a hybrid algorithm based on branch-and-cut is investigated; and a price function for that algorithm is established. This price function presents a generalization of the dual price functions obtained by either the cutting plane or the branch-and-bound method.

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