4 years ago

Finding all solution sets of piecewise-linear interval equations using an integer programming solver

Kiyotaka Yamamura

This paper presents an efficient and easily implementable method for finding all solution sets of piecewise-linear interval equations using integer programming. In this method, the problem of finding all solution sets is formulated as a mixed integer programming problem, and it is solved by a high-performance integer programming solver such as CPLEX. It is shown that all solution sets are obtained by solving a single mixed integer programming problem and related linear programming problems. Numerical examples are given to confirm the effectiveness of the proposed method.

Publisher URL: https://www.sciencedirect.com/science/article/pii/S0377042719306211

DOI: 10.1016/j.cam.2019.112616

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