The feasibility pump is a well-established primal heuristic for mixed integer programming (MIP) that alternates between solving a linear programming (LP) relaxation of the original problem and ...
Formulations of mathematical programs often require that some of the decision variables take only integer values. Consider the formulation You can follow the same steps to identify binary variables.
PROC LP now includes optional pre-processing that should be extremely useful for integer and mixed-integer programming problems. Specifying the PREPROCESS=1 option causes PROC LP to reformulate the ...
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