Node Partitioning Schemes
In this chapter, we concentrate on branching strategies for mixed-integer nonlinear programs. We introduce the notion of an ideal violation and use it to develop a partitioning technique for factorable programs. Not only does this partitioning scheme lead to a convergent branch-and-bound algorithm but it is found to be practically efficient as well. In the second part of this chapter, we study finiteness issues for branch-and-bound. In particular, we develop a finite branching scheme for stochastic two-stage integer programs with pure-integer recourse.
KeywordsGlobal Optimization Problem Linear Relaxation Partition Element Factorable Program Stochastic Integer Program
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