𝔖 Bobbio Scriptorium
✦   LIBER   ✦

An advanced dual algorithm with constraint relaxation for all-integer programming

✍ Scribed by Larry M. Austin; Parviz Ghandforoush

Publisher
John Wiley and Sons
Year
1983
Tongue
English
Weight
491 KB
Volume
30
Category
Article
ISSN
0894-069X

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

An integer programming algorithm for por
An integer programming algorithm for portfolio selection with fixed charges
✍ Mary W. Cooper; Keyvan Farhangian πŸ“‚ Article πŸ“… 1982 πŸ› John Wiley and Sons 🌐 English βš– 262 KB

## Abstract A mean‐variance portfolio selection model with limited diversification is formulated in which transaction and management costs are incorporated as the sum of a linear cost and a fixed cost. The problem is a fixed charge integer programming problem solved by hypersurface search using dyn

A Parallel Algorithm for Linear Programs
A Parallel Algorithm for Linear Programs with an Additional Reverse Convex Constraint
✍ Shih-Mim Liu; G.P. Papavassilopoulos πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 211 KB

A parallel method for globally minimizing a linear program with an additional reverse convex constraint is proposed which combines the outer approximation technique and the cutting plane method. Basically p (≀n) processors are used for a problem with n variables and a globally optimal solution is fo