X-Git-Url: https://bilbo.iut-bm.univ-fcomte.fr/and/gitweb/book_gpu.git/blobdiff_plain/b4a21f0b9226126a2c50f54a5518be5ef7c60749..0d39f3bfb1736ae41805f75a779e0bb01f4f5139:/BookGPU/Chapters/chapter10/ch10.tex?ds=inline diff --git a/BookGPU/Chapters/chapter10/ch10.tex b/BookGPU/Chapters/chapter10/ch10.tex index 0dd8d21..37a8ba1 100644 --- a/BookGPU/Chapters/chapter10/ch10.tex +++ b/BookGPU/Chapters/chapter10/ch10.tex @@ -297,7 +297,7 @@ and $\bs\beta = \mbf{N^T} \mbf{(B^{-1})^T} \mbf{d}$ \subsubsection*{Choice of the leaving variable} The stability and robustness of the algorithm depend considerably on the choice of the leaving variable. With respect to this, the \textit{expand} method~\cite{GILL1989} proves to be very useful in the sense that it helps to avoid cycles and reduces the risks of encountering numerical instabilities. This method consists of two steps of complexity $\mathcal{O}(m)$. In the first step, a small perturbation is applied to the bounds of the variables to prevent stalling of the objective value, thus avoiding cycles. These perturbed bounds are then used to determine the greatest gain on the entering variable imposed by the most constraining basic variable. The second phase uses the original bounds to define the basic variable offering the gain closest to the one of the first phase. This variable will then be selected for leaving the basis. - +\pagebreak \section{Branch-and-bound\index{branch-and-bound} algorithm} \label{chXXX:sec:bnb} \subsection{Integer linear programming\index{integer linear programming}}