Finiteness Theorems in Stochastic Integer Programming
β Scribed by Matthias Aschenbrenner; Raymond Hemmecke
- Publisher
- Springer-Verlag
- Year
- 2006
- Tongue
- English
- Weight
- 495 KB
- Volume
- 7
- Category
- Article
- ISSN
- 1615-3375
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π SIMILAR VOLUMES
We consider the problem of estimating optima of covering integer linear programs with 0-1 variables under the following conditions: we do not know exact values of elements in the constraint matrix A but we know what elements of A are zero and what are nonzero, and also know minimal and maximal value
where R is the index set associated with the nonbasic variables. If all of the variables are constrained to be nonnegative integers and xu is not an integer in the basic solution, the linear constraint is implied. We prove that including these "cuts" in a specified way yields a finite dual simplex a