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» Genetic Programming Applied to Mixed Integer Programming
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SIAMJO
2008
93views more  SIAMJO 2008»
14 years 11 months ago
Stochastic Programs with First-Order Dominance Constraints Induced by Mixed-Integer Linear Recourse
We propose a new class of stochastic integer programs whose special features are dominance constraints induced by mixed-integer linear recourse. For these models, we establish clo...
Ralf Gollmer, Frederike Neise, Rüdiger Schult...
IOR
2006
177views more  IOR 2006»
14 years 11 months ago
Combinatorial Benders' Cuts for Mixed-Integer Linear Programming
Mixed-Integer Programs (MIP's) involving logical implications modelled through big-M coefficients, are notoriously among the hardest to solve. In this paper we propose and an...
Gianni Codato, Matteo Fischetti
ICTAI
2010
IEEE
14 years 9 months ago
Combining Mixed Integer Programming and Supervised Learning for Fast Re-planning
We introduce a new plan repair method for problems cast as Mixed Integer Programs. In order to tackle the inherent complexity of these NP-hard problems, our approach relies on the ...
Emmanuel Rachelson, Ala Ben Abbes, Sebastien Dieme...
COR
2010
166views more  COR 2010»
14 years 11 months ago
Variable neighbourhood decomposition search for 0-1 mixed integer programs
In this paper we propose a new hybrid heuristic for solving 0-1 mixed integer programs based on the principle of variable neighbourhood decomposition search. It combines variable ...
Jasmina Lazic, Saïd Hanafi, Nenad Mladenovic,...
MP
2006
175views more  MP 2006»
14 years 11 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