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» On the bounded integer programming
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EUROGP
2004
Springer
14 years 1 months ago
Genetic Programming Applied to Mixed Integer Programming
Konstantinos Kostikas, Charalambos Fragakis
INFORMS
2000
91views more  INFORMS 2000»
13 years 7 months ago
Progress in Linear Programming-Based Algorithms for Integer Programming: An Exposition
Ellis L. Johnson, George L. Nemhauser, Martin W. P...
MP
2011
13 years 2 months ago
Lifting for conic mixed-integer programming
Lifting is a procedure for deriving valid inequalities for mixed-integer sets from valid inequalities for suitable restrictions of those sets. Lifting has been shown to be very eï¬...
Alper Atamtürk, Vishnu Narayanan
AOR
2010
13 years 5 months ago
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition
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...
Javier Peña, Xavier Saynac, Juan Carlos Ver...