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Perspective cuts for a class of convex 0–1 mixed integer programs

✍ Scribed by A. Frangioni; C. Gentile


Publisher
Springer-Verlag
Year
2005
Tongue
English
Weight
170 KB
Volume
106
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