Results 271 to 280 of about 26,851 (306)

Linear and Mixed Integer Programming for Portfolio Optimization

2015
This 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, Ogryczak, Włodzimierz, SPERANZA, Maria Grazia   +2 more
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Generative Branching for Mixed-Integer Linear Programming

Proceedings of the AAAI Conference on Artificial Intelligence
Branch-and-bound (B&B) is a fundamental algorithmic framework for solving Mixed-Integer Linear Programming (MILP) problems, where branching decisions critically affect solver efficiency. Recent learning-based methods apply imitation learning to select branching variables, but their deterministic predictions limit exploration and generalization.
Ruobing Wang, Xin Li, Yangchuan Wang, Zijian Zhang, Mingzhong Wang   +4 more
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Integer and Mixed Integer Linear Fractional Programming

1997
Some of the problems mentioned in Chapter 1 required that either part of the variables, or all of them take integer values. This chapter will study such problems. In particular, we will address the bivalent programming in which part of the variables or all of them can take only values 0 or 1 (Section 9.1).
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Valid Linear Programming Bounds for Exact Mixed-Integer Programming

INFORMS Journal on Computing, 2013
Fast computation of valid linear programming (LP) bounds serves as an important subroutine for solving mixed-integer programming problems exactly. We introduce a new method for computing valid LP bounds designed for this application. The algorithm corrects approximate LP dual solutions to be exactly feasible, giving a valid bound.
Daniel E. Steffy, Kati Wolter
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Testing cut generators for mixed-integer linear programming

Mathematical Programming Computation, 2009
In 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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Mixed integer linear programming formulations for probabilistic constraints

Operations Research Letters, 2012
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Juan Pablo Vielma, Shabbir Ahmed 0001, George L. Nemhauser   +2 more
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An algorithm for multiparametric mixed-integer linear programming problems

Operations Research Letters, 1999
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Joaquín Acevedo, Efstratios N. Pistikopoulos   +1 more
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Leveraging linear and mixed integer programming for SMT [PDF]

2014 Formal Methods in Computer-Aided Design (FMCAD), 2014
Tim King 0001, Clark W. Barrett, Cesare Tinelli   +2 more
openaire   +1 more source

Linear, Integer, and Mixed Integer Programming

2021
William P. Fox, Robert E. Burks
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Valid Inequalities for Mixed-Integer Linear and Mixed-Integer Conic Programs

2016
Mixed-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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