GENERALIZED DYNAMIC PROGRAMMING METHODS IN INTEGER PROGRAMMING

When regarded as a shortest route problem, an integer program can be seen to have a particularly simple structure. This allows the development of an algorithm for finding the k tfi best solution to an integer programming problem with max{O(kmn), O(k log k)} operations. Apart from its value in the parametric study of an optimal solution, the approach leads to a general integer programming algorithm consisting of (1) problem relaxation, (2) solution of the relaxed problem parametrically by dynamic programming, and (3) generation of k th best solutions until a feasible solution is found. Elementary methods based on duality for reducing k for a given problem relaxation are then outlined, and some examples and computational aspects are discussed.