-Fold 4-Block Decomposable Integer Programs.

Raymond Hemmecke Matthias Köppe Robert Weismantel

Published in: IPCO (2010)

Keyphrases

integer program
column generation
multistage stochastic
linear program
integer programming
cutting plane
network flow
np complete
block size
valid inequalities
markov networks
lp relaxation
portfolio selection
linear programming
upper bound
multistage
ordering constraints