Reduction of Integer Nonlinear Programming Problems to Zero-One Linear Programming Problems.

Lawrence J. Watters

Expert InsightsPublished 1968

A discussion of appropriate transformations that effectively reduce nonlinear zero-one formulations to equivalent linear zero-one formulations. The transformation is applied to a particular type of investment problem in which the high-risk investment alternatives have nondeterministic interrelated cash flows subject to multiperiod probabilistic budget constraints. A computer program was used to make the necessary transformation and solve the resulting problems of up to 45 variables and 80 constraints with a modified version of the Balas algorithm. Additional improvements suggested in RM-5406 for zero-one solution techniques will further the usefulness of this method.

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Document Details

  • Copyright: RAND Corporation
  • Availability: Web Only
  • Year: 1968
  • Pages: 7
  • Document Number: P-3509-1

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Watters, Lawrence J., Reduction of Integer Nonlinear Programming Problems to Zero-One Linear Programming Problems. Santa Monica, CA: RAND Corporation, 1968. https://www.rand.org/pubs/papers/P3509-1.html.
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