Mixed-Integer Linear Optimization: Primal–Dual Relations and Dual Subgradient and Cutting-Plane Methods
Book chapter, 2020
Non-smooth convex function
Mixed-binary linear optimization
Column generation
Core problem
Cutting planes
Ergodic sequences
Convexified problem
Subgradient method
Dantzig-wolfe decomposition
Lagrange dual
Author
Ann-Brith Strömberg
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
University of Gothenburg
Torbjörn Larsson
Linköping University
Michael Patriksson
University of Gothenburg
Chalmers, Mathematical Sciences, Applied Mathematics and Statistics
Published in
Numerical Nonsmooth Optimization: State of the Art Algorithms
p. 499-547
978-3-030-34910-3 (ISBN)
Research Project(s)
Nonsmooth convex optimization—theory and solution methodology
Naturvetenskapliga Forskningsrådet, 1998-07-01 -- 2022-12-31.
Chalmers, 1998-07-01 -- 2020-12-31.
Categorizing
Areas of Advance
Transport
Energy
Subject Categories (SSIF 2011)
Computational Mathematics
Other Mathematics
Discrete Mathematics
Mathematical Analysis
Roots
Basic sciences
Identifiers
DOI
10.1007/978-3-030-34910-3_15