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IOR
2006
177views more  IOR 2006»
13 years 9 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 9 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
13 years 11 months 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 1 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
PLDI
2000
ACM
14 years 2 months ago
Optimal instruction scheduling using integer programming
{ This paper presents a new approach to local instruction scheduling based on integer programming that produces optimal instruction schedules in a reasonable time, even for very la...
Kent D. Wilken, Jack Liu, Mark Heffernan