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A note on the implementation of the BFC-MSMIP algorithm in C++ by using COIN-OR as an optimization engine

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  • Garín Martín, María Araceli
  • Pérez Sainz de Rozas, Gloria
  • Escudero Bueno, Laureano F.
  • Merino Maestre, María

Abstract

The aim of this technical report is to present some detailed explanations in order to help to understand and use the algorithm Branch and Fix Coordination for solving MultiStage Mixed Integer Problems (BFC- MSMIP). We have developed an algorithmic approach implemented in a C++ experimental code that uses the optimization engine COmputational INfrastructure for Operations Research (COIN-OR) for solving the auxiliary linear and mixed 0-1 submodels. Now, we give the computational and implementational descrip- tion in order to use this open optimization software not only in the implementation of our procedure but also in similar schemes to be developed by the users.

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Bibliographic Info

Paper provided by Universidad del País Vasco - Departamento de Economía Aplicada III (Econometría y Estadística) in its series BILTOKI with number 2010-02.

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Date of creation: 2010
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Handle: RePEc:ehu:biltok:201002

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Postal: Dpto. de Econometría y Estadística, Facultad de CC. Económicas y Empresariales, Universidad del País Vasco, Avda. Lehendakari Aguirre 83, 48015 Bilbao, Spain
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Related research

Keywords: nonanticipativity constraints; cluster partitioning; COIN-OR library; branch-and-fix coordination; multi-stage stochastic mixed 0-1 programming;

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