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...
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...
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 -...
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...
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...