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An Automatic Method of Solving Discrete Programming Problems

A. H. Land and A. G. Doig
Econometrica
Vol. 28, No. 3 (Jul., 1960), pp. 497-520
Published by: The Econometric Society
DOI: 10.2307/1910129
Stable URL: http://www.jstor.org/stable/1910129
Page Count: 24
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Since scans are not currently available to screen readers, please contact JSTOR User Support for access. We'll provide a PDF copy for your screen reader.
An Automatic Method of Solving Discrete Programming Problems
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Abstract

In the classical linear programming problem the behaviour of continuous, nonnegative variables subject to a system of linear inequalities is investigated. One possible generalization of this problem is to relax the continuity condition the variables. This paper presents a simple numerical algorithm for the solution of programming problems in which some or all of the variables can take only discrete values. The algorithm requires no special techniques beyond these used in ordinary linear programming, and lends itself to automatic computing. Its use is illustrated on two numerical examples.

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