Abstract We present a general numerical solution method for control problems with state variables defined by linear PDE over finite set of binary or continuous variables. show empirically that naive approach applies discretization scheme to the PDEs derive constraints mixed-integer program (MILP) leads systems are too large be solved state-of-the-art solvers MILPs, especially if we desire an ac...

ddsip.vSD is a C-implementation of a number of scenario decomposition algorithms for stochastic linear programs with firstor second-order stochastic dominance constraints induced by mixed-integer linear recourse. The program is based on a previous implementation of scenario decomposition algorithms for mean-risk models of A. Märkert [20]. Main idea of the decomposition algorithms is the Lagrang...

We describe FATCOP, a new parallel mixed integer program solver written in PVM. The implementation uses the Condor resource management system to provide a virtual machine composed of otherwise idle computers. The new solver differs from previous parallel branch-and-bound work by implementing a general purpose parallel mixed integer programming algorithm in an opportunistic multiple processor en...

Recent experiments by Fischetti and Lodi show that the first Chvátal closure of a pure integer linear program (ILP) often gives a surprisingly tight approximation of the integer hull. They optimize over the first Chvátal closure by modeling the Chvátal–Gomory (CG) separation problem as a mixed integer linear program (MILP) which is then solved by a generalGérard Cornuéjols was supported in part...

This manuscript introduces ANTIGONE, Algorithms for coNTinuous / Integer Global Optimization of Nonlinear Equations, a general mixed-integer nonlinear global optimization framework. ANTIGONE is the evolution of the Global Mixed-Integer Quadratic Optimizer, GloMIQO, to general nonconvex terms. The purpose of this paper is to show how the extensible structure of ANTIGONE realizes our previously-p...