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Testing cut generators for mixed-integer linear programming
Mathematical Programming Computation, 2009In this paper, a methodology for testing the accuracy and strength of cut generators for mixed-integer linear programming is presented. The procedure amounts to random diving towards a feasible solution, recording several kinds of failures. This allows for a ranking of the accuracy of the generators. Then, for generators deemed to have similar accuracy,
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Linear and Mixed Integer Programming for Portfolio Optimization
2015This book presents solutions to the general problem of single period portfolio optimization. It introduces different linear models, arising from different performance measures, and the mixed integer linear models resulting from the introduction of real features.
MANSINI, Renata +2 more
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Irrigation Scheduling Using Mixed-Integer Linear Programming
Journal of Irrigation and Drainage Engineering, 2001A mixed-integer program is presented for scheduling canal irrigation among a group of users where the duration of flow of each outlet and a target start time is specified by the users. Two models are developed. The first is a single-period model which uses as input a minimized demand at the head of the canal.
Anwar, A. A., Clarke, D.
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Mixed Integer Linear Programming for Mixed Integer Quadratic Programming
2003Abstract. In this paper we consider the mixed integer general quadratic problem (MIGQP) that consists in maximizing a quadratic function subject to quadratic constraints, with three types of variables: binary, integer and real. Given a precision , we show how to associate two mixed integer linear programs and with MIGQP.
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Linear, Integer, and Mixed Integer Programming
2021William P. Fox, Robert E. Burks
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Mixed integer linear programming and building retrofits
Energy and Buildings, 1998When a building is subject for refurbishment it is important to add only such measures that will reduce the Life Cycle Cost (LCC), for the building. Even better is to add measures that will, not only reduce the cost, but minimise the LCC. One means for such an optimisation is to use the so called Linear Programming (LP), technique. One drawback with LP
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Valid Inequalities for Mixed-Integer Linear and Mixed-Integer Conic Programs
2016Mixed-integer programming provides a natural framework for modeling optimization problems which require discrete decisions. Valid inequalities, used as cutting-planes and cuttingsurfaces in integer programming solvers, are an essential part of today’s integer programming technology.
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Marginal values in mixed integer linear programming
Mathematical Programming, 1989Marginal values of a given optimization problem are the directional partial derivatives of the value with respect to perturbations in the data. If \(v(c,A,b)=\min \{cx|\) Ax\(\geq b\), \(x\geq 0\}\) and if \(u=(c',A',b')\) is a vector, then the marginal value in direction u is defined by \[ \frac{\partial v}{\partial u}=\lim_{\epsilon \to 0+}\frac{v(c+\
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Organic mixed conductors for bioinspired electronics
Nature Reviews Materials, 2023Paschalis Gkoupidenis +2 more
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