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math.OC2024
Cut-based Conflict Analysis in Mixed Integer Programming
Gioni Mexi, Felipe Serrano, Timo Berthold +2
For almost two decades, mixed integer programming (MIP) solvers have used graph-based conflict analysis to learn from local infeasibilities during branch-and-bound search. In this…
math.OC2024
Tricks from the Trade for Large-Scale Markdown Pricing: Heuristic Cut Generation for Lagrangian Decomposition
Robert Streeck, Torsten Gellert, Andreas Schmitt +4
In automated decision making processes in the online fashion industry, the 'predict-then-optimize' paradigm is frequently applied, particularly for markdown pricing strategies. Thi…