LBDA+: solving mixed-integer recourse models

The user manual explains how this repository works. It can be obtained here, as manual.pdf.

Dependencies

Our code builds on the following:

Carma, released under an Apache 2.0 license. Included in this repository as a submodule under lbda/vendor.
pybind11, released under a modified BSD license. Included in this repository as a submodule under lbda/vendor.
Armadillo, released under an Apache 2.0 license.
Gurobi.