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Solving 0/1 integer programs with enumeration cutting planes

✍ Scribed by E. Andrew Boyd


Book ID
112691251
Publisher
Springer US
Year
1994
Tongue
English
Weight
876 KB
Volume
50
Category
Article
ISSN
0254-5330

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A cutting-plane approach to mixed 0–1 st
✍ Claus C. CarΓΈe; JΓΈrgen Tind πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 773 KB

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