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The purpose of this note is to report a new tool for discrete programming: Bound improving sequences. It consists on the construction of a sequence of bounds that, under appropriate conditions, converges in a finite number of steps to the optimal value of the objective function of the Problem studied. As a byproduct an optimal solution for that problem is produced. For the case of 0-1 LP's such a sequence can be efficiently computed. Examples, geometric interpretations and computational experience reports for this case are given.
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Bárcia, Paulo, Bound Improving Sequences: A Tool for Discrete Programming (April, 1984). FEUNL Working Paper Series No. 18
