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SIAMJO
2010
135views more  SIAMJO 2010»
13 years 9 months ago
On the Complexity of Selecting Disjunctions in Integer Programming
The imposition of general disjunctions of the form “πx ≤ π0 ∨ πx ≥ π0 + 1”, where π, π0 are integer valued, is a fundamental operation in both the branch-and-bound...
Ashutosh Mahajan, Ted K. Ralphs
IOR
2006
177views more  IOR 2006»
13 years 11 months ago
Combinatorial Benders' Cuts for Mixed-Integer Linear Programming
Mixed-Integer Programs (MIP's) involving logical implications modelled through big-M coefficients, are notoriously among the hardest to solve. In this paper we propose and an...
Gianni Codato, Matteo Fischetti
MP
2006
175views more  MP 2006»
13 years 11 months ago
Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
Rüdiger Schultz, Stephan Tiedemann
COLOGNETWENTE
2009
14 years 4 hour ago
Integer Programming with 2-Variable Equations and 1-Variable Inequalities
We present an efficient algorithm to find an optimal integer solution of a given system of 2-variable equalities and 1-variable inequalities with respect to a given linear objectiv...
Manuel Bodirsky, Gustav Nordh, Timo von Oertzen
CPAIOR
2006
Springer
14 years 2 months ago
AND/OR Branch-and-Bound Search for Pure 0/1 Integer Linear Programming Problems
Abstract. AND/OR search spaces have recently been introduced as a unifying paradigm for advanced algorithmic schemes for graphical models. The main virtue of this representation is...
Radu Marinescu 0002, Rina Dechter