Integer programming is a crucial branch of mathematical optimisation that focuses on problems where some or all decision variables are constrained to be integers. This field underpins many practical ...

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 ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Integer linear programming can help find the answer to a variety of real-world problems. Now researchers have found a much faster way to do it. The traveling salesperson problem is one of the oldest ...

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.