Article ID: | iaor20134942 |
Volume: | 25 |
Issue: | 3 |
Start Page Number: | 420 |
End Page Number: | 431 |
Publication Date: | Jun 2013 |
Journal: | INFORMS Journal on Computing |
Authors: | Pisinger David, Atamtrk Alper, Muller Laurent Flindt |
Keywords: | heuristics |
Motivated by addressing probabilistic 0–1 programs we study the conic quadratic knapsack polytope with generalized upper bound (GUB) constraints. In particular, we investigate separating and extending GUB cover inequalities. We show that, unlike in the linear case, determining whether a cover can be extended with a single variable is