Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs.
Lewis NtaimoMatthew W. TannerPublished in: J. Glob. Optim. (2008)
Keyphrases
- mixed integer program
- linear program
- integer programming
- linear programming
- lagrangian relaxation
- mixed integer
- feasible solution
- cutting plane
- valid inequalities
- lot sizing
- optimal solution
- column generation
- primal dual
- integer program
- np hard
- binary variables
- objective function
- continuous variables
- convex functions
- simulated annealing