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Results tagged with integer-programming
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user 134
For questions about mathematical optimization problems involving binary or general integer variables.
2
votes
Accepted
Reduced cost fixing for binary programs
Assume you want to solve
$$
\begin{array}{ll}
min & c^T x \\
st & A x = b \\
& x \geq 0
\end{array}
$$
For any dual feasible solution $(\hat y,\hat s)$ it holds
$$
\hat s = c - A^T \hat y \geq 0 …
- 3,216