Algorithm Lower Bound
Algorithm LB (Lower Bound)
Step 1: Partition set I into two √ subsets as follows
Ij∈/ = {i ∈ I : βtrn bij − λi + βinv 2kdi h ≥ 0}
Ij = I − Ij∈/
Step 2: Compute
δij = (βtrn bij − λi ) + Zj∗ ({i}), for i = 1, . . . , m
Step 3: Form the sets
(k)
Ij = {ℓ ∈ Ij : δℓj is among the k smallest elements of {δij }i=1,...,m }
Step 4: Compute the partial sums
(k) (k)
∆j = βinv Zj∗ (Ij ) + i∈I (k) (βtrn bij − λi ), for k = 1, 2, . . . , m
P
j
Step 5:
(k)
Let k ∗ be the value of k that gives the minimum value of ∆j
Set:
(k∗ )
(
∗ 1 if fj + ∆j < 0,
Xj =
0 otherwise.
Step 6:
Set:
(k∗ )
(
1 if Xj = 1 and i ∈ Ij ,
Yij∗ =
0 otherwise.