Logic-Based Decision Support: Mixed Integer Model by Robert G. Jeroslow

By Robert G. Jeroslow

This monograph relies on a sequence of lectures given by way of the writer on the first complex learn Institute on Discrete utilized arithmetic, held at Rutgers collage. It emphasizes connections among the representational elements of combined integer programming and utilized common sense, in addition to discussing logic-based ways to determination help which support to create extra `intelligent' structures. Dividing evidently into components, the 1st 4 chapters are an outline of mixed-integer programming representability recommendations. this is often by way of 5 chapters on utilized common sense, professional structures, common sense and databases, and complexity idea. It concludes with a precis of open examine concerns and an try and extrapolate developments during this quickly constructing region.

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Gph(F) is not closed, hence cannot be a ( h i t e ) union of polyhedra. Therefore, gph(F) is not representable. 1 can be useful. t (here L > 0 is b "minimumusage level") M Figure 3: Equality Fixed Charge gph(F) is PI U P2 where A disjunctive formulation is: 17 LECTURE 1 z = yf, y binary Instead of using the equation z = yf, one m a y rather put "yf" at each occurrence of F(21). In the "real world", both minimum usage levels L > 0 and maximum levels M typically occur. However, what one uses to achieve a representation depends on the representation task.

The LR of the separate formulations never can be better because 3, We leave it to the reader to explore the case of the minimum of two functions. The epigraph is obtainable as the union of epigraphs, hence separate formulations can be combined sharply by disjunctive formulations. But what if these are combined using the minimum function inside the MIP? What happens? Are there dominances? R. JEROSLOW 40 vs. ) which are combined by addition, maximum, minimum, etc. - it is generally better to numerically combine the components and represent the function in the MIP, than to represent the separate components in the MIP and have the MIE' combine them into the function.

7 m ( Z l ) 2 7 ( 4 +T b l ) where 7 = convex envelope of f, etc. Next, suppose that H arises by taking the maximum of F and G. The 'joint' formulation is I = 1 , O 5 z1 5 2 and the LR equals the function. For 21 = 1, the LR of juxtaposed separate formulations gives value max(+,i} = not I. The LR of the separate formulations never can be better because 3, We leave it to the reader to explore the case of the minimum of two functions. The epigraph is obtainable as the union of epigraphs, hence separate formulations can be combined sharply by disjunctive formulations.

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