Valid inequalities for separable concave constraints with indicator variables.
Cong Han LimJeff T. LinderothJames R. LuedtkePublished in: Math. Program. (2018)
Keyphrases
- valid inequalities
- binary variables
- continuous variables
- mixed integer
- integer programming
- lower and upper bounds
- mixed integer programming
- traveling salesman problem
- linear programming
- feasible solution
- integer program
- mixed integer linear programs
- linear programming relaxation
- convex hull
- mixed integer program
- cutting plane
- cutting plane algorithm
- network design problem
- column generation
- linear constraints
- integer programming formulation
- lagrangian relaxation
- upper bound
- lower bound
- lp relaxation
- objective function
- bayesian networks
- primal dual
- np hard
- random variables
- soft constraints