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

by Lawrence J. Watters

Purchase Print Copy

 FormatList Price Price
Add to Cart Paperback7 pages $20.00 $16.00 20% Web Discount

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.

This report is part of the RAND Corporation Paper series. The paper was a product of the RAND Corporation from 1948 to 2003 that captured speeches, memorials, and derivative research, usually prepared on authors' own time and meant to be the scholarly or scientific contribution of individual authors to their professional fields. Papers were less formal than reports and did not require rigorous peer review.

Our mission to help improve policy and decisionmaking through research and analysis is enabled through our core values of quality and objectivity and our unwavering commitment to the highest level of integrity and ethical behavior. To help ensure our research and analysis are rigorous, objective, and nonpartisan, we subject our research publications to a robust and exacting quality-assurance process; avoid both the appearance and reality of financial and other conflicts of interest through staff training, project screening, and a policy of mandatory disclosure; and pursue transparency in our research engagements through our commitment to the open publication of our research findings and recommendations, disclosure of the source of funding of published research, and policies to ensure intellectual independence. For more information, visit

The RAND Corporation is a nonprofit institution that helps improve policy and decisionmaking through research and analysis. RAND's publications do not necessarily reflect the opinions of its research clients and sponsors.