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ORL
2008
111views more  ORL 2008»
13 years 9 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
14 years 10 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»
13 years 10 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»
14 years 1 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
13 years 11 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...