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JGO
2008
83views more  JGO 2008»
13 years 4 months ago
Computations with disjunctive cuts for two-stage stochastic mixed 0-1 integer programs
Two-stage stochastic mixed-integer programming (SMIP) problems with recourse are generally difficult to solve. This paper presents a first computational study of a disjunctive cut...
Lewis Ntaimo, Matthew W. Tanner
IOR
2011
133views more  IOR 2011»
12 years 11 months ago
Finite Disjunctive Programming Characterizations for General Mixed-Integer Linear Programs
In this paper, we give a finite disjunctive programming procedure to obtain the convex hull of general mixed-integer linear programs (MILP) with bounded integer variables. We prop...
Binyuan Chen, Simge Küçükyavuz, S...
CPAIOR
2010
Springer
13 years 8 months ago
An In-Out Approach to Disjunctive Optimization
Cutting plane methods are widely used for solving convex optimization problems and are of fundamental importance, e.g., to provide tight bounds for Mixed-Integer Programs (MIPs). T...
Matteo Fischetti, Domenico Salvagnin
SIAMJO
2000
116views more  SIAMJO 2000»
13 years 4 months ago
Computational Experience with an Interior Point Cutting Plane Algorithm
There has been a great deal of success in the last twenty years with the use of cutting plane algorithms to solve specialized integer programming problems. Generally, these algori...
John E. Mitchell