Abstract
In this paper, we propose a new approach based on DC (Difference of Convex) programming, DC cutting plane and DCA (DC Algorithm) for globally solving mixed binary linear program (MBLP). Using exact penalty technique, we can reformulate MBLP as a standard DC program which can be solved by DCA. We establish the DC cutting plane (DC cut) to eliminate local optimal solutions of MBLP provided by DCA. Combining DC cut with classical cutting planes such as lift-and-project and Gomory’s cut, we establish a DC cutting plane algorithm (DC-CUT algorithm) for globally solving MBLP. A parallel DC-CUT algorithm is also developed for taking the power of multiple CPU/GPU to get better performance in computation. Preliminary numerical results show the efficiency of our methods.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
