Split cuts for robust mixed-integer optimization.
Utz-Uwe HausFrank PfeufferPublished in: Oper. Res. Lett. (2012)
Keyphrases
- mixed integer
- global optimization problems
- linear program
- lot sizing
- continuous relaxation
- benders decomposition
- second order cone program
- quadratic program
- feasible solution
- convex hull
- cutting plane
- mixed integer program
- optimization problems
- continuous variables
- mixed integer programming
- computationally efficient
- optimal solution
- valid inequalities
- network design problem
- special case
- objective function