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In this note we use the concept of intersection cut, introduced by Balas for integer programming problems, to develop a cutting-plane algorithm for solving integer interval linear programming problems ...
Roughly, we will cover the following topics (some of them may be skipped depending on the time available). Linear Programming: Basics, Simplex Algorithm, and Duality. Applications of Linear ...
Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...
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 propose a finitely ...
Example 3.8: A Simple Integer Program Recall the linear programming problem presented in the "Introduction to Mathematical Programming" chapter. In that problem, a firm produces two products, ...
Linear Relaxation: The process of removing the integer constraints from an integer programming problem to solve an easier continuous problem that provides bounds for the original.
In this example, the number of integer iterations (INT_ITER=) is zero, which means that the preprocessing has reduced the gap between the relaxed linear problem and the mixed integer program to zero.