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A Conditional Logic Approach for Strengthening Mixed 0-1 Linear Programs

✍ Scribed by R. Lougee-Heimer; W. Adams


Book ID
106344196
Publisher
Springer US
Year
2005
Tongue
English
Weight
410 KB
Volume
139
Category
Article
ISSN
0254-5330

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We consider a mixed 0-1 integer programming problem with dual block-angular structure arising in two-stage stochastic programming. A relaxation is proposed such that the problem is decomposed into subproblems each corresponding to the outcomes of the random variable. The convex hull of feasible solu