An Algorithm for the Solution of Mixed Integer Programming Problems

An algorithm is presented for the solution of mixed integer programming problems. The method was developed to solve primarily those programming problems which contain a large number of continuous variables in addition to a few variables that are restricted to discrete values. The algorithm solves a continuous, non-integer constrained problem first. Subsequently, a search for the optimum integer solution is made on the basis of those changes in the value of the objective function that are produced by activating integer constraints.