In this paper we describe a method that combines simulation and cutting plane methods to solve resource allocation and scheduling problems. We solve a relaxed linear (integer) program iteratively and pass the solution of each iteration to a simulation. The results of the simulation are used to generate constraints in the linear (integer) program. We provide… (More)
Figure 2: An optimal solution of the LP (19). The dots are the actual function values, the crosses are the changed function values. Notice that the lines through points 2 to 5 coincide, and that can be attributed to the solution method of the LP (simplex).