Patent ID: 9418046
Filing Date: 2016-08-16
CPC Classification: G06F,G06N,G06Q

Claim Text:
1. A method, comprising: forming, by a computing system, a working mixed integer linear program from a given mixed integer linear program at least by choosing a subset of variables from the given mixed integer linear program, wherein the working mixed integer linear program includes the chosen subset of variables but no other variables from the given mixed integer linear program; solving, by the computing system, the working mixed integer linear program to determine a solution; forming, by the computing system using the solution, a special linear program; solving, by the computing system, the special linear program to determine a price of each constraint relative to the solution; evaluating, by the computing system and using the prices, variables that are not in the working mixed integer linear program to determine any variables that can contribute to an improved solution; adding, by the computing system, the variables evaluated as contributing to an improved solution to the working mixed integer linear program; and solving, by the computing system, the working mixed integer linear program with the added variables.