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整数計画法×シミュヘリスティクス:確率的最適化のためのシミュレーションとメタヒューリスティクスの統合×
分野最適化最適化
系統Process / pipelineProcess / pipeline
提唱年19582015
提唱者Ralph Gomory (cutting planes, 1958); land-and-doig branch-and-bound (1960)Juan et al.
種類Mathematical optimisation — exact combinatorial methodHybrid simulation-optimization framework
原典Wolsey, L.A. (1998). Integer Programming. Wiley. ISBN: 9780471283669Juan, A. A., et al. (2015). A review of simheuristics: Extending metaheuristics to deal with stochastic combinatorial optimization problems. Operations Research Perspectives, 2, 62–72. DOI ↗
別名IP, MIP, mixed-integer programming, mixed-integer linear programmingSimulation-based Metaheuristics, Stochastic Metaheuristics with Simulation, Hybrid Simulation-Optimization, Simülistik Sezgiseller
関連43
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.Simheuristics is a hybrid algorithmic framework that integrates Monte Carlo or discrete-event simulation into metaheuristic search procedures to solve stochastic combinatorial optimization problems. Introduced by Juan et al. in 2015, it addresses settings where objective function evaluations involve random variables, providing near-optimal solutions with probabilistic quality guarantees. The approach is especially suited for real-world logistics, transportation, and scheduling problems where uncertainty is inherent and classical deterministic solvers fail to capture variability.
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ScholarGate手法を比較: Integer Programming · Simheuristics. 2026-06-17に以下より取得 https://scholargate.app/ja/compare