Mixed Integer Programming

A C++ library to model and solve mixed-integer programs, that allows to implement Relax-and-Fix based heuristics and generalizations in a few lines of codes. Switch between Relax-and-Fix and generalizations with one parameter. Switch between solvers with one parameter. The heuristic is described in Joncour, C., et al. "Generalized Relax-and-Fix heuristic." Computers & Operations Research (2023).

This project solves a MIP problem for a variant of stochastic VRP, where customers are highly variable and demands are stochastic, denoted VRPVCSD.