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We give a branch-and-cut algorithm for solving linear programs (LPs) with continuous separable piecewise-linear cost functions (PLFs). Models for PLFs use continuous variables in special-ordered sets ...
The Journal of the Operational Research Society, Vol. 64, No. 10 (OCTOBER 2013), pp. 1557-1569 (13 pages) The common difficulty in solving a Binary Linear Programming (BLP) problem is uncertainties in ...
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