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Strengthening cuts for mixed integer programs

✍ Scribed by Egon Balas; Robert G. Jeroslow


Publisher
Elsevier Science
Year
1980
Tongue
English
Weight
887 KB
Volume
4
Category
Article
ISSN
0377-2217

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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