A pseudo primal-dual integer programming algorithm

A Pseudo Primal - Dual Integer Programming Algorithm *

The Pseudo Primal-Dual Algorithm solves the pure integer programming problem in two stages, systematically violating and restoring dual feasibility while maintaining an all-integer matrix. The algorithm is related to Gomory AlI-fnteger Algorithm and the Young Primal Integer Programming Algorithm, differing from the former in the dual feasible stage by the choice of cuts and pivot variable, and ...

An Extension of the Bound Escalation Method for Integer Programming: a Pseudo Primal-dual Algorithm of the Gomory

Tho bound eocalatlon method la an algoritlra for solving integor linear prograoo that la cloaoljr rolnted to tho all-lntoger Inteceir prograrailng alßorithm dovoloped by Ralph Gomojry. In tho bound eocalr.tlon method tho pivoting procoso la dooomposod into two separato atagea. In the flx-ct etago the problem matrix ia eubjected to n eerioa of nonoingular intogor Linear trancfomatloiu (con\>8pon...

A New Foundation for a Simplified Primal Integer Programming Algorithm

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A long - step primal - dual algorithm for thesymmetri programming

A Primal-Dual Decomposition Algorithm for Multistage Stochastic Convex Programming

This paper presents a new and high performance solution method for multistage stochastic convex programming. Stochastic programming is a quantitative tool developed in the field of optimization to cope with the problem of decision-making under uncertainty. Among others, stochastic programming has found many applications in finance, such as asset-liability and bond-portfolio management. However,...