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 ...

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 ...

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.

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, ...

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.

The feasibility pump is a well-established primal heuristic for mixed integer programming (MIP) that alternates between solving a linear programming (LP) relaxation of the original problem and ...