Results 31 to 40 of about 2,968,792 (63)

On multistage Stochastic Integer Programming for incorporating logical constraints in asset and liability management under uncertainty

Multistage scenario tree, Assets and liabilities, Stochastic Integer Programming, Branch-and-Fix Coordination, Mean-risk function, 90C15, 90C11, 90C06,
Araceli Garín, María Merino, Laureano Escudero, Gloria Pérez   +3 more
core   +1 more source

Two row mixed integer cuts via lifting [PDF]

Recently, Andersen et al. [1], Borozan and Cornuéjols [6] and Cornuéjols and Margot [9] characterized extreme inequalities of a system of two rows with two free integer variables and nonnegative continuous variables.
WOLSEY, Laurence A., SANTANU, Dey
core  

Tools for reformulating logical forms into zero-one mixed integer programs (MIPS) [PDF]

, 1992
A systematic procedure for transforming a set of logical statements or logical conditions imposed on a model into an Integer Linear Programming (ILP) formulation or a Mixed Integer Programming (MIP) formulation is presented.
Mitra, G, Lucas, CA, Moody, S
core  

Reformulation and decomposition of integer programs [PDF]

In this survey we examine ways to reformulate integer and mixed integer programs. Typically, but not exclusively, one reformulates so as to obtain stronger linear programming relaxations, and hence better bounds for use in a branch-and-bound based ...
WOLSEY , Laurence, VANDERBECK  , François   +1 more
core  

A quadratically constrained mixed-integer non-linear programming model for multiple sink distributions. [PDF]

Heliyon
Adjei BA, Sebil C, Otoo D, Ackora-Prah J.   +3 more
europepmc   +1 more source

A note on the split rank of intersection cuts [PDF]

In this note, we present a simple geometric argument to determine a lower bound on the split rank of intersection cuts. As a first step of this argument, a polyhedral subset of the lattice-free convex set that is used to generate the intersection cut is ...
SANTANU, Dey
core  

<i>P</i>-split formulations: a class of intermediate formulations between big-M and convex hull for disjunctive constraints. [PDF]

Math Program
Kronqvist J, Misener R, Tsay C.
europepmc   +1 more source

On SOCP-based disjunctive cuts for solving a class of integer bilevel nonlinear programs. [PDF]

Math Program
Gaar E, Lee J, Ljubić I, Sinnl M, Tanınmış K.   +4 more
europepmc   +1 more source