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Sequence Independent Lifting for Mixed Integer Programs with Variable Upper Bounds.
Sergey Shebalov
Diego Klabjan
Published in:
Math. Program. (2006)
Keyphrases
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upper bound
mixed integer program
lower bound
continuous variables
cutting plane
mixed integer
feasible solution
lagrangian relaxation
linear program
lot sizing
lower and upper bounds
branch and bound
branch and bound algorithm
sample size
probabilistic model
dynamic systems
graphical models
worst case
np hard