کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
172357 | 458537 | 2014 | 8 صفحه PDF | دانلود رایگان |
This work addresses the topic of constrained dynamic programming for problems involving multi-stage mixed-integer linear formulations with a linear objective function. It is shown that such problems may be decomposed into a series of multi-parametric mixed-integer linear problems, of lower dimensionality, that are sequentially solved to obtain the globally optimal solution of the original problem. At each stage, the dynamic programming recursion is reformulated as a convex multi-parametric programming problem, therefore avoiding the need for global optimisation that usually arises in hard constrained problems. The proposed methodology is applied to a problem of mixed-integer linear nature that arises in the context of inventory scheduling. The example also highlights how the complexity of the original problem is reduced by using dynamic programming and multi-parametric programming.
Journal: Computers & Chemical Engineering - Volume 70, 5 November 2014, Pages 172–179