A sequential linear programming approach to solve mixed integer programming problems

اسناد مشابه

• An exact penalty global optimization approach for mixed-integer programming problems

  سند علمی۲۰۱۳Optimization LettersStefano Lucidi, Francesco Rinaldi

  In this work, we propose a global optimization approach for mixed-integer programming problems. To this aim, we preliminarily define an exact penalty algorithm model for globally solving general problems and we show its convergence properties. Then, we describe a particular versi

• An integer linear programming approach for bilinear integer programming

  سند علمی۲۰۱۲Oper. Res. Lett.Alexandre S. Freire, Eduardo Moreno, Juan Pablo Vielma

  We introduce a new Integer Linear Programming (ILP) approach for solving Integer Programming (IP) problems with bilinear objectives and linear constraints. The approach relies on a series of ILP approximations of the bilinear IP. We compare this approach with standard linearizati

• Solving Mixed Integer Bilinear Problems Using MILP Formulations

  سند علمی۲۰۱۳SIAM Journal on OptimizationAkshay Gupte, Shabbir Ahmed, Myun-Seok Cheon, Santanu S. Dey

  In this paper, we examine a mixed integer linear programming (MILP) reformulation for mixed integer bilinear problems where each bilinear term involves the product of a nonnegative integer variable and a nonnegative continuous variable. This reformulation is obtained by first rep

• On the Approximate Linear Programming Approach for Network Revenue Management Problems

  سند علمی۲۰۱۴INFORMS Journal on ComputingChaoxu Tong, Huseyin Topaloglu

  One method to obtain high-quality bid prices for network revenue management problems involves using the approximate linear programming approach on the dynamic programming formulation of the problem. This approach ends up with a linear program whose number of constraints increases

• A Small-Order-Polynomial-Sized Linear Program for Solving the Traveling Salesman Problem

  سند علمی۲۰۱۶CoRRMoustapha Diaby, Mark H. Karwan, Lei Sun

  We present a polynomial-sized linear program (LP) for the n-city TSP drawing upon “complex flow” modeling ideas by the first two authors who used an O(n)×O(n) model*. Here we have only O(n) variables and O(n) constraints. We do not model explicit cycles of the cities, and our mod

• A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints

  مقاله‌ی دسترسی آزاد۲۰۲۱Siam Journal on Optimization['Dimitris Bertsimas', 'Ryan Cory-Wright', 'Jean Pauphilet', '']

  We propose a unified framework to address family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection, binary quadratic optimization, principal anal