Perspective reformulations of mixed integer nonlinear programs with indicator variables.
Oktay GünlükJeff T. LinderothPublished in: Math. Program. (2010)
Keyphrases
- mixed integer
- integer variables
- continuous variables
- quadratic program
- discrete variables
- binary variables
- linear program
- convex hull
- benders decomposition
- network design problem
- mixed integer programming
- lot sizing
- feasible solution
- optimal solution
- continuous relaxation
- valid inequalities
- random variables
- mixed integer program
- branch and bound algorithm
- computationally expensive
- linear programming
- search algorithm
- lagrangian heuristic
- directed acyclic graph
- tabu search
- search space
- training data