This folder contains the supporting code and data for arXiv:2607.03664
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Updated
Aug 4, 2026 - Python
This folder contains the supporting code and data for arXiv:2607.03664
Implementation companion of the work R. Rossi, S. Prestwich, S. A. Tarim, "Mixed-Integer Linear Programming Approximations for the Stochastic Knapsack," Computers & Operations Research, Elsevier, Vol. 194: 107571, 2026
folf computes Edmundson-Madansky (UB) and Jensen-based (LB) piecewise linear approximations suitable for embedding the first order loss function in mixed-integer linear optimization models.
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