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整数計画法×ロバスト最適化×
分野最適化最適化
系統Process / pipelineProcess / pipeline
提唱年19581970s theoretical roots; modern tractable form from late 1990s–2004
提唱者Ralph Gomory (cutting planes, 1958); land-and-doig branch-and-bound (1960)Ben-Tal, El Ghaoui & Nemirovski (seminal book, 2009); Bertsimas & Sim (tractable polyhedral formulation, 2004)
種類Mathematical optimisation — exact combinatorial methodMathematical programming framework
原典Wolsey, L.A. (1998). Integer Programming. Wiley. ISBN: 9780471283669Ben-Tal, A., El Ghaoui, L. & Nemirovski, A. (2009). Robust Optimization. Princeton University Press. ISBN: 9780691143682
別名IP, MIP, mixed-integer programming, mixed-integer linear programmingminimax optimization, worst-case optimization, Gürbüz Optimizasyon (Robust Optimization)
関連45
概要Integer programming (IP), also called mixed-integer programming (MIP) when only some variables are restricted to whole numbers, is a branch of mathematical optimisation in which some or all decision variables must take integer or binary values. Building on linear programming, it was formalised through Ralph Gomory's cutting-plane method (1958) and the Land-and-Doig branch-and-bound algorithm (1960), and it has since become the standard exact framework for scheduling, assignment, routing, and resource-allocation problems.Robust optimization is a mathematical programming framework, formalised by Ben-Tal and Nemirovski in the late 1990s and made broadly tractable by Bertsimas and Sim (2004), that finds decisions guaranteed to perform acceptably under every scenario within a predefined uncertainty set — rather than assuming parameter values are known exactly. Instead of optimising for a single expected outcome, it minimises the worst-case objective across all plausible realisations of uncertain data.
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ScholarGate手法を比較: Integer Programming · Robust Optimization. 2026-06-15に以下より取得 https://scholargate.app/ja/compare