-cone sequential relaxation procedure for 0-1 integer programs.

Samuel Burer Jieqiu Chen

Published in: Optim. Methods Softw. (2009)

Keyphrases

integer program
linear programming relaxation
column generation
lp relaxation
multistage stochastic
integer programming
linear program
cutting plane
set covering
semidefinite
lagrangian relaxation
network flow
probabilistic relaxation
linear programming
genetic algorithm
valid inequalities
portfolio selection