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ORL
2008
111views more  ORL 2008»
15 years 2 months ago
Certificates of linear mixed integer infeasibility
A central result in the theory of integer optimization states that a system of linear diophantine equations Ax = b has no integral solution if and only if there exists a vector in...
Kent Andersen, Quentin Louveaux, Robert Weismantel
CADE
2007
Springer
16 years 2 months ago
A Sequent Calculus for Integer Arithmetic with Counterexample Generation
We introduce a calculus for handling integer arithmetic in first-order logic. The method is tailored to Java program verification and meant to be used both as a supporting procedur...
Philipp Rümmer
ANOR
2007
126views more  ANOR 2007»
15 years 2 months ago
Lifting, superadditivity, mixed integer rounding and single node flow sets revisited
In this survey we attempt to give a unified presentation of a variety of results on the lifting of valid inequalities, as well as a standard procedure combining mixed integer roun...
Quentin Louveaux, Laurence A. Wolsey
GECCO
2006
Springer
143views Optimization» more  GECCO 2006»
15 years 5 months ago
Hybrid search for cardinality constrained portfolio optimization
In this paper, we describe how a genetic algorithm approach added to a simulated annealing (SA) process offers a better alternative to find the mean variance frontier in the portf...
Miguel A. Gomez, Carmen X. Flores, Maria A. Osorio
COLOGNETWENTE
2009
15 years 3 months ago
Improved Strategies for Branching on General Disjunctions
Abstract Within the context of solving Mixed-Integer Linear Programs by a Branch-andCut algorithm, we propose a new strategy for branching. Computational experiments show that, on ...
Gérard Cornuéjols, Leo Liberti, Giac...