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Operations Research Letters 27 (2000) 1319

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An algorithm for the multiparametric 0 1-integer linear programming problem relative to the constraint matrix
Alejandro Crema
Escuela de Computaci on, Facultad de Ciencias, Universidad Central de Venezuela, Apartado 47002, Caracas 1041-A, Venezuela Received 1 January 1998; received in revised form 1 March 2000

Abstract The multiparametric 0 1-Integer Linear Programming (0 1-ILP) problem relative to the constraint matrix is a family of 0 1-ILP problems in which the problems are related by having identical objective and right-hand-side vectors. In this paper we present an algorithm to perform a complete multiparametric analysis. c 2000 Elsevier Science B.V. All rights reserved. Keywords: Integer programming; Parametric programming; Knapsack problem

1. Introduction The need for parametric analysis in Mathematical Programming arises from the uncertainty in the data. The most important surveys of parametric methods in integer linear programming (ILP) have been published by Geo rion and Nauss [4], Holm and Klein [5] and Jenkins [8]. Most work has been done on changes in the right-hand side or in the objective vector with a scalar parameter guiding the perturbation of the data. Changes in elements of the constraint matrix have been considered by Jenkins [7] with a scalar parameter guiding the perturbation in such a manner that for the maximization case the feasible region increases continuously . The multiparametric ILP problem relative to the right-hand-side vector has been considered by Crema [2] and some of the ideas presented here may

be considered as generalizations of those presented in that work. In the case of multiple changes on the constraint matrix, in such a manner that there is no scalar guiding the perturbation, no deep results are known up to now [8,1]. Let L and U be matrices such that L Zmn and U Zmn with Lij 6Uij for all (i; j ) I J = {1; : : : ; m} {1; : : : ; n}. Let H = {A: A Zmn ; Lij 6Aij 6Uij (i; j ) I J }. Let = {(i; j ) I J : Lij Uij }. In this paper = . Let S H dened by linear constraints in Aij where (i; j ) I J . The multiparametric 0 1-ILP problem relative to S is a family of 0 1-ILP problems in which the problems are related by having identical objective and right-hand-side vectors. A member of the family is dened as (P (A)) max ct x s:t: Ax6b; x {0; 1}n

Fax: 58-2-605-1131 or 58-2-605-2136. E-mail address: acrema@kuaimare.ciens.ucv.ve (A. Crema).

where c R n ; b Zm and A S .

0167-6377/00/$ - see front matter c 2000 Elsevier Science B.V. All rights reserved. PII: S 0 1 6 7 - 6 3 7 7 ( 0 0 ) 0 0 0 3 4 - 1

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A. Crema / Operations Research Letters 27 (2000) 1319

Because all the constraints can be put in the form 6 and for the sake of standardization the members of the family were written in a maximization form with all the constraints in the form 6. We use the following standard notation: if T is an optimization problem then F (T ) denotes its set of feasible solutions, if D is a matrix Di denotes its ith row vector. Constraints in the form can be treated as follows: let us consider the constraint at xa0 where Lj 6aj 6Uj , then we use Ai1 x6bi1 = a0 with Uj = Li1 j 6Ai1 j 6Ui1 j = Lj . Equality constraints can be treated as follows: let us consider the constraint at x = a0 where Lj 6aj 6Uj . In this case we use two constraints, Ai1 x6bi1 = a0 where Lj = Li1 j 6Ai1 j 6Ui1 j = Uj and at xa0 where Lj 6aj 6Uj and now the second constraint can be put in the form Ai2 x6bi2 = a0 such as we explain above. Note that in this case the parameters of constraints i1 and i2 are not independent and their relations (Ai2 j = Ai1 j for all j ) must be included to dene S . We say that a multiparametric analysis is complete after nding an optimal solution for P (A) (if it exists) for all A S . In this paper we present an algorithm to perform a complete multiparametric analysis. Our algorithm works by choosing an appropiate nite sequence of non-parametric ILP problems in such a manner that the solutions of the problems in the sequence provide us with a complete multiparametric solution. This kind of approach was introduced by Jenkins [6 8] to the single parametric case. In Section 2 we present the theoretical results and the algorithm. Computational experience is presented in Section 3. 2. Theoretical results and the algorithm Let Q(1) be a non-linear integer problem in (x; A) dened as (Q(1) ) max ct x s:t : Ax6b; x {0; 1}n ; A S:

Observe that Aij is a decision variable in Q(1) for all (i; j ) . Remark 1. (i) By construction of Q(1) , if F (Q(1) ) = then F (P (A)) = for all A S . (ii) Since F (Q(1) ) is a nite set, if F (Q(1) ) = then there exists an optimal solution for Q(1) . Lemma 1. Let us suppose that F (Q(1) ) = and let (x(1) ; A(1) ) be an optimal solution for Q(1) . Let W (1) = {A: A S; Ax(1) 6b}. If A W (1) then x(1) is an optimal solution for P (A). Proof. If A W (1) then x(1) F (P (A)). If x F (P (A)) then (x; A) F (Q(1) ) and ct x6ct x(1) . In order to use Remark 1 and Lemma 1 we solve an ILP problem equivalent to Q(1) . Let QL(1) be an ILP problem in (x; B) dened as (QL(1) ) Ui x
jJ

max Bij 6bi

ct x

s:t:;

i I; (i; j ) I J; (i; j ) I J;

Bij (Uij Lij )xj 60 U B S:

x {0; 1}n ; B Zmn ; Bij 0

Remark 2. Observe that if (i; j ) then Uij = Lij and Bij = 0 and therefore if (i; j ) we can delete the variable Bij and the constraint Bij (Uij Lij )xj 60 in order to solve QL(1) . Lemma 2. Let us suppose that (x(1) ; B(1) ) F (QL(1) ) (1) and let A(1) ij = Uij Bij for all (i; j ) I J . Then; (x(1) ; A(1) ) F (Q(1) ). Proof. Since (x(1) ; B(1) ) F (QL(1) ) and from the definition of A(1) we have that
(1) (1) = (Ui Bi(1) A(1) i x )x

= Ui x(1)
jJ

(1) Bij 6bi

i I:

Lemma 3. Let us suppose that (x(1) ; A(1) ) F (Q(1) ) (1) (1) and let Bij = (Uij A(1) for all (i; j ) I J . ij )xj (1) (1) (1) Then; (x ; B ) F (QL ).

A. Crema / Operations Research Letters 27 (2000) 1319

15

Proof. Since A(1) S and from the denition of B(1) we have that
(1) (1) = (Uij A(1) Bij ij )xj (1) 6(Uij Lij )xj

(i; j ) I J:

Lemma 4. Let us suppose that F (Q(r +1) ) = and let (x(r +1) ; A(r +1) ) be an optimal solution for Q(r +1) . Let W (r +1) = {A: A S; Ax(r +1) 6b}. If A W (r +1) (W (1) W (r ) ) then x(r +1) is an optimal solution for P (A). Proof. If A W (r +1) (W (1) W (r ) ) then x(r +1) F (P (A)). If x F (P (A)) then (x; A) F (Q(r +1) ) and ct x6ct x(r +1) . In order to use Remark 4 and Lemma 4 we solve an ILP problem equivalent to Q(r +1) . Let Mi(k ) = (Ui Li )x(k ) for all k {1; : : : ; r } and for all i I . Let QL(r +1) be an ILP problem in (x; B; y(1) ; : : : ; y(r ) ) dened as (QL(r +1) ) max ct x s:t:

Since (x(1) ; A(1) ) F (Q(1) ) and from the denition of B(1) we have that Ui x(1)
jJ (1) = A(1) i x 6bi (1) (1) Bij = Ui x(1) (Ui A(1) i )x

i I:

Thus, (x(1) ; B(1) ) F (QL(1) ). Corollary 1. (i) F (Q(1) )= if and only if F (QL(1) )= . (ii) Let us suppose that F (QL(1) ) = ; let (x(1) ; B(1) ) be an optimal solution for QL(1) ; let (1) for all (i; j ) I J and let A(1) ij = Uij Bij W (1) = {A: A S; Ax(1) 6b}. Then (ii:1) (x(1) ; A(1) ) is an optimal solution for Q(1) ; (ii:2) if A W (1) then x(1) is an optimal solution for P (A). Remark 3. (i) If F (QL(1) ) = then F (P (A)) = for all A S and the multiparametric analysis is complete. (ii) If S = W (1) then the multiparametric analysis is complete. In order to decide whether S = W (1) we will present an integer feasibility problem later in this section. In general, suppose that x(1) ; : : : ; x(r ) and W (1) ; : : : ; (r ) W are given (r 1) such that (i) W (k ) = {A S : Ax(k ) 6b} = (k {1; : : : ; r }). (ii) If A W (1) then x(1) is an optimal solution for P (A). (iii) If A W (k ) (W (1) W (k 1) ) then x(k ) is an optimal solution for P (A) (k {2; : : : ; r }). Let Q(r +1) be a non-linear integer problem in (x; A) dened as: (Q(r +1) ) max ct x s:t : Ax6b; x {0; 1}n ; A S (W (1) W (r ) ) Remark 4. (i) By construction of Q(r +1) , if F (Q(r +1) ) = then either S = (W (1) W (r ) ) or F (P (A)) = for all A S (W (1) W (r ) ). (ii) Since F (Q(r +1) ) is a nite set, if F (Q(r +1) ) = then there exists an optimal solution for Q(r +1) .

(x; B) F (QL(1) ); Bi x(k ) + yi(k ) (Mi(k ) + bi Ui x(k ) + 1)6Mi(k ) i I; k {1; : : : ; r }; yi(k ) 1


iI

k {1; : : : ; r }; k {1; : : : ; r }:

y(k ) {0; 1}m

Remark 5. Again, if (i; j ) we can delete the variable Bij and the constraint Bij (Uij Lij )xj 60 in order to solve QL(r +1) . Let i = {j J : (i; j ) }. If (k ) = 0. Let i i = then Bij = 0 for all j J and Bi x such that i = and let k {1; : : : ; r }. Since W (k ) = then Ui x(k ) 6bi , therefore bi Ui x(k ) + 11 and yi(k ) = 0. Thus, if i = we can delete the variables yi(k ) and the constraints Bi x(k ) + yi(k ) (Mi(k ) + bi Ui x(k ) + 1)6Mi(k ) for all k {1; : : : ; r } in order to solve QL(r +1) . Lemma 5. Let us suppose that (x(r +1) ; B(r +1) ; (r +1) = Uij y(1) ; : : : ; y(r ) ) F (QL(r +1) ) and let Aij (r +1) (r +1) (r +1) Bij for all (i; j ) I J . Then; (x ;A ) (r +1) ). F (Q Proof. Since (x(r +1) ; B(r +1) ; y(1) ; : : : ; y(r ) ) F (QL(r +1) ) then (x(r +1) ; B(r +1) ) F (QL(1) )

16

A. Crema / Operations Research Letters 27 (2000) 1319

and from Lemma 2 we have that (x(r +1) ; A(r +1) ) F (Q(1) ) and A(r +1) W (r +1) . Set k {1; : : : ; r }. Since i I yi(k ) 1 then there exists ik I such that ik = and yi(kk ) = 1. Thus, B ik x
(k )

Remark 6. If F (QL(r +1) ) = then either S = (W (1) W (r ) ) or F (P (A))= for all A S (W (1) W (r ) ) and the multiparametric analysis is complete. In order to decide whether S = (W (1) W (r ) ) we solve an integer linear feasibility problem in (B; y(1) ; : : : ; y(r ) ) in which we are looking for a B such that A dened by Aij = Uij Bij for all (i; j ) I J satises A S (W (1) W (r ) ). If the problem is unfeasible then S = (W (1) W (r ) ). Let T (r +1) be an integer linear feasibility problem in (B; y(1) ; : : : ; y(r ) ) dened as (T (r +1) ) Find (B; y(1) ; : : : ; y(r ) ) s:t :;

+ bik Uik x

(k )

+ 160

and from the denition of A(r +1) we have that


+1) (k ) +1 (k ) = (Uik Bi(kr )x bik + 1 Ar ik x

and then A(r +1) W (k ) . Thus, A(r +1) W (r +1) (W (1) W (r ) ). Lemma 6. Let us suppose that (x(r +1) ; A(r +1) ) (r +1) (r +1) (r +1) = (Uij Aij )xj for F (Q(r +1) ) and let Bij (1) all (i; j ) I J . Then; there exists y ; : : : ; y(r ) such that (x(r +1) ; B(r +1) ; y(1) ; : : : ; y(r ) ) F (QL(r +1) ). Proof. Since (x(r +1) ; A(r +1) ) F (Q(r +1) ) then (x(r +1) ; A(r +1) ) F (Q(1) ) and from Lemma 3 we have that (x(r +1) ; B(r +1) ) F (QL(1) ). Set k {1; : : : ; r }. Since A(r +1) S (W (1) W (r ) ) then there exists ik I +1) (k ) x bik + 1. Let yi(k ) = 0 such that ik = and Ai(kr for all i I such that i = ik and let yi(kk ) = 1. From the denition of y(k ) we have that i I yi(k ) = 1. Let i = ik then from the denition of Mi(k ) we have that
r +1) (k ) x + yi(k ) (Mi(k ) Bi( r +1) (k ) x 6Mi(k ) : =Bi(

Bij 6Uij Lij

(i; j ) I J;

Bi x(k ) + yi(k ) (Mi(k ) + bi Ui x(k ) + 1)6Mi(k ) i I; k {1; : : : ; r }; yi(k ) 1


iI

k {1; : : : ; r }; k {1; : : : ; r }; (i; j ) I J; U B S:

y(k ) {0; 1}m

B Zmn ; Bij 0

+ bi Ui x(k ) + 1)

The same arguments that lead to Corollary 2(i) guide us to the following lemma. Lemma 7. F (T (r +1) ) = if and only if S = (W (1) W (r ) ). Remark 7. Again, if (i; j ) we can delete the variable Bij and the constraint Bij 6Uij Lij and if (k ) for all i = then we can delete the variables yi ( k {1; : : : ; r } and the constraint Bi x(k ) + yi k ) (Mi(k ) + bi Ui x(k ) + 1)6Mi(k ) for all k {1; : : : ; r }. Remark 8. In the denition of QL(r +1) and T r +1 we use y(1) ; : : : ; y(r ) (additional 0 1-decision variable vectors) and additional constraints in order to be sure that A(r +1) W (r +1) (W (1) W (r ) ). Note that the integrality of the matrices that belong to S was strongly used. Since S is a nite set, our set of lemmas, corollaries and remarks prove that the next algorithm provides us

From the denition of B(r +1) we have that Uij (r +1) (r +1) Aij for all (i; j ) I J and then Bij
+1) (k ) Bi(kr x + yi(kk ) (Mi(kk ) + bik Uik x(k ) + 1) +1) (k ) x + (Mi(kk ) + bik Uik x(k ) + 1) =Bi(kr +1) (k ) x + 16Mi(kk ) : 6Mi(kk ) + bik Ai(kr

Thus,

(x(r +1) ; B(r +1) ; y(1) ; : : : ; y(r ) ) F (QL(r +1) ).

Corollary 2. (i) F (Q(r +1) ) = if and only if F (QL(r +1) )= . (ii) Let us suppose that F (QL(r +1) ) = ; let (x(r +1) ; B(r +1) ; y(1) ; : : : ; y(r ) ) be an optimal so(r +1) (r +1) = Uij Bij for all lution for QL(r +1) ; let Aij (r +1) (r +1) (i; j ) I J and let W = {A: A S; Ax 6b}. Then (ii:1) (x(r +1) ; A(r +1) ) is an optimal solution for Q(r +1) ; (ii:2) if A W (r +1) (W (1) W (r ) ) then x(r +1) is an optimal solution for P (A).

A. Crema / Operations Research Letters 27 (2000) 1319

17

with a complete multiparametrical analysis. We will present an outline of our algorithm and then the step by step description. Our algorithm works as follows. First we solve QL(1) . If F (QL(1) ) = then F (Q(1) ) = and F (P (A))= for all A S and the parametrical analysis is complete. If F (QL(1) ) = then let (x(1) ; B(1) ) be an optimal solution. Note that QL(1) is equivalent to Q(1) and from the denition of Q(1) it is very easy to see that we are looking for (x; A) with the best possible value for all A S and x F (P (A)). Then, if (x(1) ; A(1) ) is an optimal solution for Q(1) (we use A(1) = U B(1) ) we have that x(1) remains optimal for all P (A) such that A W (1) = {A: A S; Ax(1) 6b}. Then we save x(1) . The next step is to solve T (2) in order to decide if S = W (1) . With T (2) we are looking for a B such that A = U B satises A S W (1) . If T (2) is infeasible then S = W (1) and the parametrical analysis is complete. Let us suppose that F (T (2) ) = . Next we solve QL(2) , an equivalent problem to Q(2) , in order to obtain a pair (x; A) with the best possible value for all A S W (1) and x F (P (A)). Let (x(2) ; B(2) ) be an optimal solution for QL(2) then (x(2) ; A(2) ) is an optimal solution for Q(2) with A = U B(2) and x(2) remains optimal for P (A) if A S and A W (2) W (1) with W (2) = {A: A S; Ax(2) 6b}. Then we save x(2) . The procedure continues until either F (T (r ) ) = (that is S = W (1) W (r 1) ) or F (QL(r ) ) = (that is F (P (A)) = for all A S (W (1) W (r 1) )). 2.1. The multiparametric algorithm relative to the constraint matrix Step 1: Solve QL(1) . If F (QL(1) ) = STOP (with F (P (A)) = for all A S ). If F (QL(1) ) = and (x(1) ; B(1) ) is an optimal solution for QL(1) then save x(1) (if A W (1) then x(1) is an optimal solution for P (A)). Step 2: Set r = 2. Step 3: Solve T (r ) . If F (T (r ) ) = STOP (with S = (W (1) W (r 1) )). Step 4: Solve QL(r ) . If F (QL(r ) ) = STOP (with F (P (A)) = for all A S (W (1) W (r 1) ). If F (QL(r ) ) = and (x(r ) ; B(r ) ; y(1) ; : : : ; y(r 1) ) is an optimal solution for QL(r ) then save x(r ) (if A W (r ) (W (1) W (r ) ) then x(r ) is an optimal solution for P (A).) Step 5: Set r = r + 1 and return to step 3.

3. Computational experience Our algorithm, that may be implemented by using any software capable of solving ILP problems, has been implemented in XL-FORTRAN using the OSL package of IBM [9] that uses a Branch and Bound algorithm based on linear relaxations to solve ILP problems. The experiments were performed on a RISC= 6000 multiuser environment at the Computer Science Department Laboratory (UCV). The problem considered was the 0 1-MK problem [3]. Our experimental results are preliminary since more problems should be solved before reaching nal conclusions. The 0 1-MK problem relative to constraint matrix A may be written as (P (A)) max ct x s:t: Ax6b; x {0; 1}n ; where bi 0 for all i I , cj 0 for all j J and Aij 0 for all (i; j ) I J . The data were generated using procedures analogous to those used by Crema [2] to evaluate the performance of the multiparametric algorithm relative to b. The matrix U Zmn and the vector c Zn were drawn from uniform distributions on (1; umax) and (1; cmax), respectively. The elements of b were determined by summing the elements of each row of U and multiplying this sum by (0 1). The nal U , c and b were obtained by rounding down the generated data. Next we generated at random the pairs (i; j ) that dene with the cardinality of predetermined. The matrix L was determined as follows: Lij = Uij for all (i; j ) and Lij = integer part of (1 )Uij (0 1). We considered the multiparametric analysis relative to S = {A Zmn : Lij 6Aij 6Uij (i; j ) I J }. The experiments were designed to evaluate the performance of the algorithm as: (i) dimensions increase, (ii) k increases, (iii) cmax increases, (iv) umax increases, (v) increases and (vi) increases. The results are reported in Table 1.As may be seen it is very di cult to make conclusions about the relation between ; ; cmax; umax and the di culty of the problems. Obviously the problems are more di cult to solve as dimensions increase. The non-multiparametric 0 1-MK problem is NP-hard which explains the di culties as dimensions increase. Although we can expect that the di culties increase as k increases it is very di cult to make conclusions

18 Table 1 Computational experiencea p 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39


a Note:

A. Crema / Operations Research Letters 27 (2000) 1319

n 20 30 50 20 30 50 20 30 50 50

m 3

k 3

cmax 100

umax 100 0.25

0.1

r 1 2 1 1 1 1 2 1 1 1 1 1 13 2 4 1 2 1 1 3 5 2 2 4 1 1 1 4 1 1 2 4 1 4 15 6 1 7 3

Si 141 291 605 294 483 1632 1224 201 1523 5226 829 1247 18437 391 1567 267 29706 13706 9059 183227 54934 38936 21643 19656 493 1053 535 72803 15775 10610 26168 187478 40287 507806 439616 26271 10581 414200 45316

SiT 15840 26820 86600 59304 114824 620130 201149 24252 139362 824088 675226 49500 730034 86619

N 63 143 325 142 199 577 470 80 500 1684 278 403 10591 185 626 100 7532 4109 1808 36977 16059 8648 5050 8737 211 420 274 19256 3686 2227 5511 34628 7420 85855 224623 7512 2054 93377 9726

NT 8100 16226 47938 37632 55440 246740 95708 11088 50156 294810 306414 23328 323075 45378

t 0.09 0.11 0.11 0.12 0.12 0.25 0.18 0.04 0.19 0.66 0.09 0.17 4.17 0.15 0.32 0.10 1.43 0.89 0.65 12.33 5.61 2.89 1.68 2.79 0.06 0.13 0.09 6.55 1.16 0.84 1.87 11.15 2.70 28.49 30.45 1.76 0.97 31.74 3.31

tT 3.69 7.22 16.98 14.51 18.99 82.72 34.11 4.45 17.14 92.21 63.78 9.87 69.74 17.14

100

100

0.25

0.1

100

100

0.25

0.1

2 4 6 6 8 10 15 5 10 15 20

1000

1000

0.5

0.1

20

100

100

0.5

0.1

100

10

100

100

0.5

0.05

100

10

10 20 50 100 20 50 100 1000 100

100

0.5

0.1

40

100

0.5

0.1

100

10

20

10 50 100 1000 10000 100

0.5

0.1

100

10

20

100

0.1 0.3 0.7 0.7 0.5

0.1

100

10

20

100

100

0.05 0.15 0.20

p: an index to identify the problem; k : the cardinality of ; r : the number of QL-problems solved in order to complete the multiparametric analysis; Si: the number of simplex iterations computed to solve QL(1) ; : : : ; QL(r ) and T (2) ; : : : ; T (r ) ; SiT : the number of simplex iterations computed to solve P (A) for all A S (without the multiparametric algorithm); N : the number of nodes generated by the branch and bound algorithm to solve QL(1) ; : : : ; QL(r ) and T (2) ; : : : ; T (r ) ; NT : the number of nodes generated by the branch and bound algorithm to solve P (A) for all A S (without the multiparametric algorithm); t : the CPU-time (seconds) to solve QL(1) ; : : : ; QL(r ) and T (2) ; : : : ; T (r ) ; tT : the CPU-time (seconds) to solve P (A) for all A S (without the multiparametric algorithm).

A. Crema / Operations Research Letters 27 (2000) 1319

19

with the solved problems. It is obvious that our algorithm was much better than solving all the members that dene the multiparametric problem, which is in general a very expensive or impossible task if the cardinality of S is large enough (this pattern of analysis was used by Holm and Klein [5]). The symbol in the columns SiT , NT and tT (see the problems 11 until 23 and 26 until 39) means that it was impossible to solve P (A) for all A S without the multiparametric algorithm because the cardinality of S is large (from 1080 members of S corresponding to the problem 17 until millions of members for some of the problems). We are at present performing experiments with other kinds of problems before making denitive conclusions. In non-parametric ILP a signicant e ort is directed towards the design of special purpose algorithms for problems with particular structures. It is reasonable then to think that a next step should be the design of specialized multiparametric algorithms. The multiparametric algorithm turns out to be, from this point of view, a general methodology and problems QL(r ) and T (r ) would be solved with specialized algorithms associated to the structure of the problems P (A). Acknowledgements The nancial assistance by CDCH-UCV (project 03.13.3602.95) made the research upon which this

paper is based possible and is gratefully acknowledged. We also thank the referees for their helpful comments. References
[1] B. Bank, R. Mandel, Parametric integer optimization, Math. Res. 39 (1988) 1138. [2] A. Crema, A contraction algorithm for the multiparametric integer linear programming problem, European J. Oper. Res. 101 (1997) 130139. [3] B. Gavish, H. Pirkul, E cient algorithms for solving multiconstraint zero-one knapsack problems to optimality, Math. Programming 31 (1) (1985) 78105. [4] A.M. Geo rion, R. Nauss, Parametric and postoptimality analysis in integer linear programming, Management Sci. 23 (1977) 453466. [5] S. Holm, D. Klein, Three methods for post-optimal analysis in integer linear programming, Math. Programming Study 21 (1984) 97109. [6] L. Jenkins, Parametric mixed integer programming: an application to solid waste management, Management Sci. 28 (1982) 12701284. [7] L. Jenkins, Using parametric integer programming to plan the mix of an air transport eet, INFOR 25 (1987) 117135. [8] L. Jenkins, Parametric methods in integer linear programming, Ann. Oper. Res. 27 (1990) 7796. [9] Optimization Soubroutine Library, release 2, guide and reference, IBM, 1992.

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