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강건 정수 계획법×정수 계획법(IP) 및 혼합 정수 계획법(MIP)×
분야시뮬레이션최적화
계열Process / pipelineProcess / pipeline
기원 연도20031958
창시자Bertsimas, D. and Sim, M.Ralph Gomory (cutting planes, 1958); land-and-doig branch-and-bound (1960)
유형Deterministic robust optimization with integer variablesMathematical optimisation — exact combinatorial method
원전Bertsimas, D., Sim, M. (2003). Robust discrete optimization and network flows. Mathematical Programming, 98(1-3), 49-71. DOI ↗Wolsey, L.A. (1998). Integer Programming. Wiley. ISBN: 9780471283669
별칭RIP, Robust IP, Robust Combinatorial Optimization, Integer Robust OptimizationIP, MIP, mixed-integer programming, mixed-integer linear programming
관련64
요약Robust Integer Programming (RIP) finds integer or binary solutions that remain feasible and near-optimal across all scenarios in a prescribed uncertainty set. Rather than assuming exact knowledge of data, RIP hedges against the worst-case realization of uncertain costs or constraint coefficients, delivering decisions that are guaranteed to perform well even when inputs deviate from their nominal values.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.
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