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» Genetic Programming Applied to Mixed Integer Programming
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SIAMJO
2008
93views more  SIAMJO 2008»
14 years 9 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 9 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 7 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 9 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 9 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