[GAMSlinks] solving parametric Integer programming using GAMS

atanu chaudhuri atanuch1 at yahoo.com
Thu Aug 7 08:19:28 EDT 2008


Hi,
    I am trying to solve the following parametric Integer programming problem. 

max 2x 1 + 5x 2
s.t. 2x 1-x 2< 9 + 3(1-a),
2x 1 + 8x 2_< 31 + 4(1-a),
Xl, X 2 >= 0,
X 1, X 2 ~ [0,1]
0<a_<l.

I want the values of x1 and x2 for different ranges of 'a'. that is why it is a parametric IP

The solution of that problem, as mentioned in a paper by Herrera and Verdegay in a paper in EJOR is as follows:

x(a) = (5,3), z(a) = 25 Va ~ (0, 0.25],
x(a) = (4,3), z(a) = 23 Va ~ (0.25, 0.75],
x(a) = (3,3), z(a) = 21 Va ~ (0.75, 1],

As it is a parametric IP, i cannot get the solution starting from 0 and moving upwards to 1 as in LP. A single branch and bound should be able to generate this result.
Let me know how I can generate this result using GAMS .

Regards

Atanu Chaudhuri




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