Mixed Integer Nonlinear Programming
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We present an algorithm for finding the complete Pareto frontier of biobjective integer programming problems. The method is based on the solution of a finite number of integer programs. The feasible sets of the integer programs are built from the original feasible set, by adding cuts that separate...
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We address combinatorial optimization problems with uncertain coefficients varying over ellipsoidal uncertainty sets. The robust counterpart of such a problem can be rewritten as a second-order cone program(SOCP) with integrality constraints. We propose a branch-and-bound algorithm where dual...
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