We propose a cutting plane algorithm for mixed 0–1 programs based on a family of
polyhedra which strengthen the usual LP relaxation. We show how to generate a facet of a …

We investigate the use of Gonory's mixed integer cuts within a branch-and-cut framework. It
has been argued in the literature that “a marriage of classical cutting planes and tree search …

We investigate the computational issues that need to be addressed when incorporating general
cutting planes for mixed 0-1 programs into a branch-and-cut framework. The cuts we use …

… Furthermore, let c~ be the cost of selecting pairing S~, i = 1~..., n. We will assume, without
loss of generality, that all c~'s are positive, if not, the constraints covered by such a pairing can …

… For example, the row corresponding to problem p0033 has entries 11 and 4 in columns K
and S, respectively, indicating that eleven knapsack and four special ordered set constraints …

… Like the modified risk-aversion parameter approach, portfolio resampling does not actually
consider the portfolio manager’s estimation error. It only considers the error of estimating a …

Given a finite number of closed convex sets whose algebraic representation is known, we
study the problem of finding the minimum of a convex function on the closure of the convex …

… = D - s is substituted in Y'~j=I djxj <~ Cly + Czz. The inclusion of the continuous variable s is
… Then the variables ~jcX~ Xj + ~jcX3 Sj are treated as a single continuous variable s, and we …

… As flipping pi for i = 1 v decreases s and flipping mj for j = 1 w increases it, we must have w ⩽
v… For s ∈ 01 n we define the strength str s of the canonical inequality (CI) corresponding to s …

… bound to be friction among variOu-s assumptions that get fin-ther magni~ fied due to the
use of an optimizer. In this article, Ceria, Saxena, and Stubbs focus on the interaction of three …