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I have an optimization problem formulated as follows. Let optimization function be defined as:

maximize $\sum_j \sum_w f(_{,}\cdot \mbox{}) + g(_{,})$

subject to: $\sum_w _{,}\cdot _{,} \cdot _{,} \leq _ \left(\forall , \forall \right)$

is a binary valued decision variables.

Both $f(x)$ and $g(x)$ are linear functions and constraint is also linear but unfortunately decision variable $x_{w,j}$ is binary valued.

I am confused if I can use interior-point method to solve it?

Thanks,

raza

Kuzja
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Muhammad asif raza
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1 Answers1

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Interior point methods are for continuous LPs (and related problems). They could be used to solve relaxations inside a branch-and-bound framework. However often Simplex is used there because it has better capabilities to continue from a previous point (or rather basis in LP terminology).

Erwin Kalvelagen
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