你好 贞 吴，
我会用英语回答你的问题。
Looks like you want to learn about the algorithm used by “intlinprog” function.
“intlinprog” uses following basic strategies to solve mixed-integer linear programs. “intlinprog” can solve the problem in any of the stages. If it solves the problem in a stage, “intlinprog” does not execute the later stages.
Algorithm Overview:
- Reduce the problem size using Linear Program Preprocessing.
- Solve an initial relaxed (non-integer) problem using Linear Programming.
- Perform Mixed-Integer Program Preprocessing to tighten the LP relaxation of the mixed-integer problem.
- Try Cut Generation to further tighten the LP relaxation of the mixed-integer problem.
- Try to find integer-feasible solutions using heuristics.
- Use a Branch and Bound algorithm to search systematically for the optimal solution. This algorithm solves LP relaxations with restricted ranges of possible values of the integer variables. It attempts to generate a sequence of updated bounds on the optimal objective function value.
I have extracted this algorithm from the MathWorks’s documentation on “Mixed-Integer Linear Programming (MILP) Algorithms”. Please refer it below to learn in detail:
Hope it helps.
