Lecture15 - Integer Programming IE418 Lecture 15 Dr Ted...

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Integer Programming IE418 Lecture 15 Dr. Ted Ralphs
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IE418 Lecture 15 1 Reading for This Lecture Linderoth and Savelsbergh (1991) Savelsbergh (1994) Martin (2001)
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IE418 Lecture 15 2 Putting it All Together: Search Strategies In the last lecture, we discussed how to branch , i.e., divide the feasible region of a subproblem into two pieces. After branching, we still have to face the question of what node to process next. The strategy for deciding what node to work on next is called the search strategy . In choosing a search strategy, we might consider our goal: Minimize the time required to find a provably optimal solution. Find the best possible solution in a limited amount of time. In practice, we may want some of each.
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IE418 Lecture 15 3 Basic Strategies: Best First A reasonable approach to minimizing overall solution time is to try to minimize the size of the search tree. In theory, we can do this by choosing the subproblem with the best bound (highest upper bound, if we are maximizing).
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