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» Valid inequalities for mixed integer linear programs
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EOR
2000
74views more  EOR 2000»
13 years 8 months ago
On the capacitated lot-sizing and continuous 0-1 knapsack polyhedra
We consider the single itemcapacitated lot{sizingproblem, a well-known productionplanningmodelthat often arises in practical applications, and derive new classes of valid inequali...
Andrew J. Miller, George L. Nemhauser, Martin W. P...
ANOR
2005
94views more  ANOR 2005»
13 years 8 months ago
Cover and Pack Inequalities for (Mixed) Integer Programming
We review strong inequalities for fundamental knapsack relaxations of (mixed) integer programs. These relaxations are the 0-1 knapsack set, the mixed 0-1 knapsack set, the integer ...
Alper Atamtürk
MP
2006
110views more  MP 2006»
13 years 8 months ago
Decomposition and Dynamic Cut Generation in Integer Linear Programming
Decomposition algorithms such as Lagrangian relaxation and Dantzig-Wolfe decomposition are well-known methods that can be used to generate bounds for mixed-integer linear programmi...
Ted K. Ralphs, Matthew V. Galati
SIAMJO
2008
100views more  SIAMJO 2008»
13 years 8 months ago
On the Global Solution of Linear Programs with Linear Complementarity Constraints
This paper presents a parameter-free integer-programming based algorithm for the global resolution of a linear program with linear complementarity constraints (LPCC). The cornersto...
Jing Hu, John E. Mitchell, Jong-Shi Pang, Kristin ...
MP
2006
100views more  MP 2006»
13 years 8 months ago
A branch-and-cut algorithm for the stochastic uncapacitated lot-sizing problem
This paper addresses a multi-stage stochastic integer programming formulation of the uncapacitated lot-sizing problem under uncertainty. We show that the classical ( , S) inequalit...
Yongpei Guan, Shabbir Ahmed, George L. Nemhauser, ...