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Ein algorithmus zur lösung gemisehtganzzahliger, konvexer optimierungsprobleme
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In this paper, a convergent algorithm for mixed-integer convex programming problems with integer objective function is presented, which combines Kelley's cutting-plane provedure and Gomory's second algorithm.Abstract:
For the solution of mixed integer convex programming problems with integer objective function an algorithm is established, which combines Kelley's cutting-plane provedure and Gomory's second algorithm. Under the assumptions to be made for these procedures a convergent algorithm results by introducing an additional cut. In this algorithm the number of constraints in the linear subproblems is bounded. In case of pure integer problems the algorithm becomes finite.read more
Citations
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Journal ArticleDOI
Augmented lagrangean relaxations in general mixed integer programming
TL;DR: It is proved that this relaxation is always at least as good, and end in one demonstrated case better, than some other known relaxations.
Journal ArticleDOI
Zur behandlung ganzzahliger optimierungsauf gaben ohne ganzzahtigkeitsbedingung an die zielfunktion
TL;DR: In this article, an algorithm was presented for solving convex, mixed-interger programming problems with integer objective function, which is the procedure given in [3] by means of auxiliary problems with an objective function depending on paramoters.
References
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Ein allgemeines verfahren der zulässigen richtungen für diskrete minimax-aufgaben mit beschrankten parametern
TL;DR: For extremal problems with continuous differentiable functions, where the functions are in addition convex, this paper established a feasible direction search procedure, which converges to a stationary point without making use of any antizigzag rules.