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CCE
2008
13 years 5 months ago
Global optimization of multiscenario mixed integer nonlinear programming models arising in the synthesis of integrated water net
The problem of optimal synthesis of an integrated water system is addressed in this work, where water using processes and water treatment operations are combined into a single net...
Ramkumar Karuppiah, Ignacio E. Grossmann
AUSSOIS
2001
Springer
13 years 9 months ago
An Augment-and-Branch-and-Cut Framework for Mixed 0-1 Programming
In recent years the branch-and-cut method, a synthesis of the classical branch-and-bound and cutting plane methods, has proven to be a highly successful approach to solving large-s...
Adam N. Letchford, Andrea Lodi
IPCO
2007
143views Optimization» more  IPCO 2007»
13 years 6 months ago
On the Exact Separation of Mixed Integer Knapsack Cuts
During the last decades, much research has been conducted deriving classes of valid inequalities for single-row mixed integer programming polyhedrons. However, no such class has ha...
Ricardo Fukasawa, Marcos Goycoolea
MP
2010
81views more  MP 2010»
13 years 3 months ago
Lifting inequalities: a framework for generating strong cuts for nonlinear programs
In this paper, we propose lifting techniques for generating strong cuts for nonlinear programs that are globally-valid. The theory is geometric and provides intuition into lifting...
Jean-Philippe P. Richard, Mohit Tawarmalani
MP
2006
175views more  MP 2006»
13 years 4 months ago
Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
Rüdiger Schultz, Stephan Tiedemann