Article ID: | iaor20113628 |
Volume: | 59 |
Issue: | 1 |
Start Page Number: | 202 |
End Page Number: | 210 |
Publication Date: | Jan 2011 |
Journal: | Operations Research |
Authors: | Sen Suvrajeet, Kkyavuz Simge, Chen Binyuan |
Keywords: | convex hulls, cutting plane algorithms |
In this paper, we give a finite disjunctive programming procedure to obtain the convex hull of general mixed‐integer linear programs (MILP) with bounded integer variables. We propose a finitely convergent