Valid inequalities for mixed-integer programmes with fixed charges on sets of variables.
Adam N. LetchfordGeorgia SouliPublished in: Oper. Res. Lett. (2020)
Keyphrases
- mixed integer
- valid inequalities
- continuous variables
- binary variables
- mixed integer programming
- cutting plane
- linear program
- cutting plane algorithm
- feasible solution
- network design problem
- lot sizing
- continuous relaxation
- mixed integer program
- convex hull
- optimal solution
- integer variables
- linear programming relaxation
- facet defining inequalities
- random variables
- linear programming
- bayesian networks
- primal dual
- column generation
- lp relaxation
- approximation algorithms
- network flow problem
- dynamic programming
- np hard