Split cuts for robust mixed-integer optimization

DOI10.1016/j.orl.2012.01.009zbMath1245.90071OpenAlexW2065369945MaRDI QIDQ439905

Frank Pfeuffer, Utz-Uwe Haus

Publication date: 17 August 2012

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2012.01.009

zbMATH Keywords

cutting planesrobust dualitysplit cutsgeneralized linear programmingrobust mixed integer programming

Mathematics Subject Classification ID

Mixed integer programming (90C11) Stochastic programming (90C15)

Uses Software

• MIPLIB
• MIPLIB2003

Cites Work

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• Chvátal closures for mixed integer programming problems
• Robust solutions of uncertain linear programs
• On the separation of split cuts and related inequalities
• Convex programming for disjunctive convex optimization
• A lift-and-project cutting plane algorithm for mixed 0-1 programs
• MIPLIB 2003
• An Analysis of Mixed Integer Linear Sets Based on Lattice Point Free Convex Sets
• Technical Note—Duality Theory for Generalized Linear Programs with Computational Methods
• Disjunctive Programming
• Technical Note—Convex Programming with Set-Inclusive Constraints and Applications to Inexact Linear Programming

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