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We consider the integer L-shaped method for two-stage stochastic integer programs. To improve the performance of the algorithm, we present and combine two strategies. First, to avoid time-consuming exact evaluations of the second-stage cost function, we propose a simple modification that alternates between linear and mixed-integer subproblems. Then, to… (More)

- Gustavo Angulo, Shabbir Ahmed, Santanu S Dey, H Milton Stewart
- 2012

Let B be the set of n-dimensional binary vectors and let V be a subset of m of its elements. We give an extended formulation of the convex hull of B \ V which is polynomial in n and m. In developing this result, we give a two-sided extension of the result in [3] for knapsack sets with superincreasing coefficients.

In this work, we introduce and study the forbidden-vertices problem. Given a polytope P and a subset X of its vertices, we study the complexity of linear optimization over the subset of vertices of P that are not contained in X. This problem is closely related to finding the k-best basic solutions to a linear problem. We show that the complexity of the… (More)

We consider a class of fixed-charge transportation problems over graphs. We show that this problem is strongly NP-hard, but solvable in pseudo-polynomial time over trees using dynamic programming. We also show that the LP formulation associated to the dynamic program can be obtained from extended formulations of single-node flow polytopes. Given these… (More)

We consider semi-continuous network flow problems, that is, a class of network flow problems where some of the variables are restricted to be semi-continuous. We introduce the semi-continuous inflow set with variable upper bounds as a relaxation of general semi-continuous network flow problems. Two particular cases of this set are considered, for which we… (More)

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