17 search results - page 1 / 4 » Experiments with a Generic Dantzig-Wolfe Decomposition for I... |
WEA
2010
Springer
13 years 11 months ago
2010
Springer
Abstract We report on experiments with turning the branch-price-andcut framework SCIP into a generic branch-price-and-cut solver. That is, given a mixed integer program (MIP), our ...
AOR
2010
13 years 2 months ago
2010
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
ENDM
2010
13 years 1 months ago
2010
In the past decade, significant progress has been achieved in developing generic primal heuristics that made their way into commercial mixed integer programming (MIP) solver. Exte...
ANOR
2005
13 years 4 months ago
2005
Column generation has become a powerful tool in solving large scale integer programs. It is well known that most of the often reported compatibility issues between pricing subprobl...
MP
2006
13 years 4 months ago
2006
Decomposition algorithms such as Lagrangian relaxation and Dantzig-Wolfe decomposition are well-known methods that can be used to generate bounds for mixed-integer linear programmi...