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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 ...
Richard H. Pettway, Integer Programming in Capital Budgeting: A Note on Computational Experience, The Journal of Financial and Quantitative Analysis, Vol. 8, No. 4 ...
Compared to the existing modeling and solution methods, the new conic integer programming approach not only provides a more general modeling framework but also leads to fast solution times in general.
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