A Gilmore-Gomory construction of integer programming value functions

DOI10.1016/J.ORL.2021.04.008MaRDI QIDQ2060593zbMATH OpenOpenAlexFDO

Authors Seth Brown, Wenxin Zhang, Temitayo Ajayi, Andrew J. Schaefer

Publication date 13 December 2021

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

Full work available at URL https://arxiv.org/abs/2006.10223

zbMATH Keywords

level setparametrized optimizationvalue function

Mathematics Subject Classification ID

Computer science (68-XX) Operations research, mathematical programming (90-XX)

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Cites work

• A closed-form representation of mixed-integer program value functions
• A finite branch-and-bound algorithm for two-stage stochastic integer programs
• A note on constraint aggregation and value functions for two-stage stochastic integer programs
• A primal dual integer programming algorithm
• A value-function-based exact approach for the bilevel mixed-integer programming problem
• Approximating the stability region for binary mixed-integer programs
• Constructing the value function for an integer linear programme over a cone
• scientific article; zbMATH DE number 193411 (Why is no real title available?)
• Integer programming duality: Price functions and sensitivity analysis
• Mixed-integer bilevel representability
• On a level-set characterization of the value function of an integer program and its application to stochastic programming
• Solving stochastic and bilevel mixed-integer programs via a generalized value function
• Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis reductions
• The Theory and Computation of Knapsack Functions
• The value function of a mixed integer program: I
• The value function of an integer program
• The Watermelon Algorithm for The Bilevel Integer Linear Programming Problem
• Two-stage integer programs with stochastic right-hand sides: A superadditive dual approach
• Two-stage quadratic integer programs with stochastic right-hand sides

Cited in

(3)

• A Gilmore-Gomory-Type Construction of Integer Programming Value Functions
• On the relationship between the value function and the efficient frontier of a mixed integer linear optimization problem
• Solving a class of two-stage stochastic nonlinear integer programs using value functions

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