Saturday, 23 May 2009

oc.optimization control - scalable binary linear optimization

Has anyone encountered scalable solutions to a binary linear optimization problem of the form:



min sum_{i=1}^n x_i
s.t x_i in {0,1}
Ax=b



where, x=(x_1,x_2,...,x_n)^t, b=(b_1, b_2,...,b_m)^t, b_i is positive integer and A is a very sparse matrix with entries 0 or 1.



By scalable I mean solution that handle large values of n and multiple constraints (m).



Thank you!

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