Interior Point Methods for Combinatorial Optimization

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Author:

John E. Mitchell
Department of Mathematical Sciences
Rensselaer Polytechnic Institute
Troy, NY 12180 USA
mitchj@rpi.edu

A survey paper which appeared as Chapter 11 in "Interior Point Methods in Mathematical Programming", edited by Tamas Terlaky, published by Kluwer Academic Publishers, 1996.

Abstract:

Research on using interior point algorithms to solve combinatorial optimization and integer programming problems is surveyed. This paper discusses branch and cut methods for integer programming problems, a potential reduction method based on transforming an integer programming problem to an equivalent nonconvex quadratic programming problem, interior point methods for solving network flow problems, and methods for solving multicommodity flow problems, including an interior point column generation algorithm.

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