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Split cuts for robust mixed-integer optimization
Operations Research Letters, 2012zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Haus, U., Pfeuffer, F.
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An optimality cut for mixed integer linear programs
European Journal of Operational Research, 1999zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Gilbert Laporte, Frédéric Semet
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On the existence of optimal solutions to integer and mixed-integer programming problems
Mathematical Programming, 1974The purpose of this paper is to present sufficient conditions for the existence of optimal solutions to integer and mixed-integer programming problems in the absence of upper bounds on the integer variables. It is shown that (in addition to feasibility and boundedness of the objective function) (1) in the pure integer case a sufficient condition is ...
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2011
In this chapter we extend the problem class of continuous optimal control problems discussed in chapter 1 to include control functions that may at each point in time attain only a finite number of values from a discrete set. We briefly survey different approaches for the solution of the discretized Mixed–Integer Optimal Control Problem (MIOCP), such as
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In this chapter we extend the problem class of continuous optimal control problems discussed in chapter 1 to include control functions that may at each point in time attain only a finite number of values from a discrete set. We briefly survey different approaches for the solution of the discretized Mixed–Integer Optimal Control Problem (MIOCP), such as
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Multitarget Tracking via Mixed Integer Optimization
IEEE Transactions on Automatic Control, 2018Given a set of target detections over several time periods, this paper addresses the multitarget tracking (MTT) problem of optimally assigning detections to targets and estimating the trajectory of the targets over time. MTT has been studied in the literature via predominantly probabilistic methods.
Dimitris Bertsimas +2 more
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Nonlinear and Mixed-Integer Optimization
1995Filling a void in chemical engineering and optimization literature, this book presents the theory and methods for nonlinear and mixed-integer optimization, and their applications in the important area of process synthesis. Other topics include modeling issues in process synthesis, and optimization-based approaches in the synthesis of heat recovery ...
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Mixed-Integer Linear Optimization
1995This chapter provides an introduction to the basic notions in Mixed-Integer Linear Optimization. Sections 5.1 and 5.2 present the motivation, formulation, and outline of methods. Section 5.3 discusses the key ideas in a branch and bound framework for mixed-integer linear programming problems.
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Mixed-Integer Nonlinear Optimization
1995This chapter presents the fundamentals and algorithms for mixed-integer nonlinear optimization problems. Sections 6.1 and 6.2 outline the motivation, formulation, and algorithmic approaches. Section 6.3 discusses the Generalized Benders Decomposition and its variants.
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Network Submatrices in Mixed-Integer Optimization
In mixed-integer linear programming, problems with totally unimodular constraint matrices are an important class of perfect formulations, for which integer solutions can be obtained using linear programming. Network matrices and their transposes form a large subclass of totally unimodular matrices, and are related to graphs.openaire +1 more source
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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