Take Example 5. Suppose that the first-stage constraints are x 1 ≤ 1 , x 2 ≤ 1 (instead of the single constraint 4x 1 + 6x 2 ≤ 5 ). Solve RHS(1) and RHS(2) to obtain the r.h.s. of the disjunctive...


Take Example 5. Suppose that the first-stage constraints are x1
≤ 1 , x2
≤ 1 (instead of the single constraint 4x1
+ 6x2
≤ 5 ). Solve RHS(1) and RHS(2) to obtain the r.h.s. of the disjunctive cuts. What are the violations at the current iterate point xν = (0.3,0.6)T ?




May 09, 2022
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