Valid Linear Programming Bounds for Exact Mixed-Integer Programming
Published in INFORMS journal on computing • Apr 12, 2012
NobleIDNI5P31W95R40S75
Authors:,
Daniel E. Steffy
Kati Wolter
Abstract
Fast computation of valid linear programming (LP) bounds serves as an important subroutine for solving mixed-integer programming problems exactly. We introduce a new method for computing valid LP bounds designed for this application. The algorithm corrects approximate LP dual solutions to be exactly...
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