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A recursive procedure to generate all cuts for 0–1 mixed integer programs

✍ Scribed by George L. Nemhauser; Laurence A. Wolsey


Publisher
Springer-Verlag
Year
1990
Tongue
English
Weight
451 KB
Volume
46
Category
Article
ISSN
0025-5610

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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