Tight formulations for some simple mixed integer programs and convex objective integer programs.
Andrew J. MillerLaurence A. WolseyPublished in: Math. Program. (2003)
Keyphrases
- valid inequalities
- integer program
- cutting plane
- mixed integer program
- multistage stochastic
- column generation
- linear program
- convex hull
- integer programming
- traveling salesman problem
- lower bound
- linear programming
- lagrangian relaxation
- lot sizing
- network flow
- piecewise linear
- convex optimization
- feasible solution
- multistage
- worst case