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| | |Definition=A mixed-integer linear program is a problem with | | |Definition=A mixed-integer linear program is a problem with |
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| − | - Linear objective function, fTx, where f is a column vector of constants, and x is the column vector of unknowns | + | - linear objective function, fTx, where f is a column vector of constants, and x is the column vector of unknowns |
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| − | - Bounds and linear constraints, but no nonlinear constraints (for definitions, see Write Constraints) | + | - bounds and linear constraints, but no nonlinear constraints (for definitions, see Write Constraints) |
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| − | - Restrictions on some components of x to have integer values | + | - restrictions on some components of x to have integer values |
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| | In mathematical terms, given vectors f, lb, and ub, matrices A and Aeq, corresponding vectors b and beq, and a set of indices intcon, find a vector x to solve. | | In mathematical terms, given vectors f, lb, and ub, matrices A and Aeq, corresponding vectors b and beq, and a set of indices intcon, find a vector x to solve. |
Latest revision as of 08:54, 10 November 2017
[edit] Definition
A mixed-integer linear program is a problem with
- linear objective function, fTx, where f is a column vector of constants, and x is the column vector of unknowns
- bounds and linear constraints, but no nonlinear constraints (for definitions, see Write Constraints)
- restrictions on some components of x to have integer values
In mathematical terms, given vectors f, lb, and ub, matrices A and Aeq, corresponding vectors b and beq, and a set of indices intcon, find a vector x to solve.
[edit] Abbreviation
MILP
[edit] Synonyms
[edit] Superterms
[edit] Subterms
[edit] Sources
https://de.mathworks.com/help/optim/ug/mixed-integer-linear-programming-algorithms.html?requestedDomain=www.mathworks.com#btv2z9c
minxfTx subject to {xintcon are integersA⋅x≤bAeq⋅x=beqlb≤x≤ub.
