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mipSolve
Solves mixed-integer linear programs (MIP), with dense or sparse Matlab
matrices, using a branch-and-bound
algorithm by Nemhauser and Wolsey: Integer Programming, chap 8.2, 1989.
Main features
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The branch-and-bound
implementation has
three types of tree searching: depth
first searching; breadth first
searching, and depth first until an integer
value solution is found, then breadth searching.
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Priority based variable selection.
The user gives a
weight for each variable to be used in the variable selection phase.
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The dual LP solver
that solves relaxed subproblems
is selectable.
Using MINOS in Tomlab /MINOS gives rapid
solution using MEX-file interfaces.
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A simple knapsack heuristic is implemented, speeding up the solution
of knapsack problems.
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The user may give an upper bound on the integer value wanted.
Makes it possible to cut branches and avoid node computations.
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