混合整数规划基础

混合整数规划基础-整理自Gurobi

整数规划模型分类

MILP

混合整数线性规划
Objective: minimize cT x
Constraints: A x = b (linear constraints)
l ≤ x ≤ u (bound constraints)
some or all xj must take integer values (integrality constraints)

MIQP和MIQCP

Objective: minimize xT Q x + qT x
Constraints: A x = b (linear constraints)
l ≤ x ≤ u (bound constraints)
xT Qi x + qiT x ≤ bi (quadratic constraints)
some or all x must take integer values (integrality constraints)
MIQP混合整数二次规划：目标中包含二次项，约束中无二次项
MIQCP混合整数二次约束规划：约束中包含二次项

分支定界算法

混合整数线性规划通常采用基于线性规划的分支定界算法来求解

总述

算法的总体思路是首先将混合整数规划问题通过忽略所有的整数约束松弛为线性规划问题进行求解，如果得到的结果刚好