Column generation has become a powerful tool in solving large scale integer programs. It is well known that most of the often reported compatibility issues between pricing subprobl...
Daniel Villeneuve, Jacques Desrosiers, Marco E. L&...
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
In this paper we briefly review the importance of LP (linear programming), and Dantzig's main contributions to OR (Operations Research), mathematics, and computer science. In...
We study decompositions of the global NVALUE constraint. Our main contribution is theoretical: we show that there are propagators for global constraints like NVALUE which decomposi...
Christian Bessiere, George Katsirelos, Nina Narody...