WebFeb 1, 1994 · Abstract. A technique for generating cutting planes for integer programs is introduced that is based on the ability to optimize a linear function on a polyhedron rather than explicit knowledge of the underlying polyhedral structure of the integer … WebMar 16, 2000 · However, the application of Fenchel cutting planes to the sequence of constraints, as has been noted previously and extensively by Boyd in Refs. 8, 9, 10, was a notable computational success. In conjunction with preprocessing techniques, Fenchel cutting planes allow solving to optimality, without the aid of branch and bound, in five of …
Fenchel Decomposition for Stochastic Mixed-IntegerProgramming
WebThe problem is modeled as a two-stage SIP, and computational experiments are performed using test instances based on real data. Next, we develop theory and a methodology for Fenchel cutting planes for mixed integer programs with special structure. Integer programs have to be solved to generate a Fenchel cutting plane and this poses a challenge. WebMar 1, 2008 · Boccia et al. (2007) proposed a cutting plane algorithm based on Fenchel cuts. Computational results using the CPLEX showed that the approach is effective in … maui beach house rentals
Solving capacitated facility location problems by Fenchel cutting planes
WebJul 1, 2015 · FD is a cutting plane approach that was originally developed for SIP2 under the stage-wise decomposition setting . In this work we extend this approach to the scenario-wise decomposition setting and derive a new class of Fenchel cutting planes called, scenario FD cuts. This approach was first considered in a dissertation by Beier . WebGomory's cutting plane method (Gomory 1958), which initially appeared promising but eventually proved to be computationally inefficient, recent cut-ting plane methods have … WebMay 22, 2009 · As the computational results show the Fenchel cutting planes methodology outperforms the Lagrangean one, both in the obtaining of the bounds and in the effectiveness of the branch and bound ... maui beach photos