An Algorithm for the Solution of Mixed Integer Programming Problems

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Abstract
An algorithm is presented for the solution of mixed integer programming problems. The method was developed to solve primarily those programming problems which contain a large number of continuous variables in addition to a few variables that are restricted to discrete values. The algorithm solves a continuous, non-integer constrained problem first. Subsequently, a search for the optimum integer solution is made on the basis of those changes in the value of the objective function that are produced by activating integer constraints.

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