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Old June 20th, 2008, 08:01 AM
David
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Optimal Solution of Branch and Bound for Integer Linear Programs

Hi,

I am using the Branch and Bound algorithm to find the optimal solution
of an integer linear program. I am just wondering does B&B guarantee
to return an optimal solution? As far as I know, genetic algorithms
and hill climbing algoritms do not guarantee to return an optimal
solution.

Many Thanks,
David

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Old June 20th, 2008, 12:20 PM
Paul Rubin
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Optimal Solution of Branch and Bound for Integer Linear Programs

David wrote:
Hi,
>

I am using the Branch and Bound algorithm to find the optimal solution
of an integer linear program. I am just wondering does B&B guarantee
to return an optimal solution? As far as I know, genetic algorithms
and hill climbing algoritms do not guarantee to return an optimal
solution.
>

Many Thanks,
David

Yes, assuming that the problem is bounded. Assuming you run the
algorithm to its correct conclusion, b-&-b will exhaust the search tree
in a finite number of steps. The key is that "finite" and "small" (or
"reasonable", or "less than the number of particles in the known
universe") are not necessarily synonymous.

/Paul

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