Results 1 - 10
of
38
Semidefinite Programming and Integer Programming
"... We survey how semidefinite programming can be used for finding good approximative solutions to hard combinatorial optimization problems. ..."
Abstract
-
Cited by 31 (6 self)
- Add to MetaCart
We survey how semidefinite programming can be used for finding good approximative solutions to hard combinatorial optimization problems.
A Precise Correspondence Between Lift-and-Project Cuts, Simple Disjunctive Cuts
- Mathematical Programming B
, 2003
"... Abstract We establish a precise correspondence between lift-and-project cuts for mixed 0-1 programs, simple disjunctive cuts (intersection cuts) and mixed-integer Gomory cuts. The correspondence maps members of one family onto members of the others. It also maps bases of the higher-dimensional cut g ..."
Abstract
-
Cited by 19 (4 self)
- Add to MetaCart
Abstract We establish a precise correspondence between lift-and-project cuts for mixed 0-1 programs, simple disjunctive cuts (intersection cuts) and mixed-integer Gomory cuts. The correspondence maps members of one family onto members of the others. It also maps bases of the higher-dimensional cut generating linear program (CGLP) into bases of the linear programming relaxation. It provides new bounds on the number of facets of the elementary closure, and on the rank, of the standard linear programming relaxation of the mixed 0-1 polyhedron with respect to the above families of cutting planes.
Valid inequalities for mixed integer linear programs
- Mathematical Programming B
, 2006
"... Abstract. This tutorial presents a theory of valid inequalities for mixed integer linear sets. It introduces the necessary tools from polyhedral theory and gives a geometric understanding of several classical families of valid inequalities such as lift-and-project cuts, Gomory mixed integer cuts, mi ..."
Abstract
-
Cited by 18 (0 self)
- Add to MetaCart
Abstract. This tutorial presents a theory of valid inequalities for mixed integer linear sets. It introduces the necessary tools from polyhedral theory and gives a geometric understanding of several classical families of valid inequalities such as lift-and-project cuts, Gomory mixed integer cuts, mixed integer rounding cuts, split cuts and intersection cuts, and it reveals the relationships between these families. The tutorial also discusses computational aspects of generating the cuts and their strength. Key words: mixed integer linear program, lift-and-project, split cut, Gomory cut, mixed integer rounding, elementary closure, polyhedra, union of polyhedra 1.
Elementary Closures for Integer Programs
- Operations Research Letters
, 2000
"... In integer programming, the elementary closure associated with a family of cuts is the convex set defined by the intersection of all the cuts in the family. In this paper, we compare the elementary closures arising from several classical families of cuts: three versions of Gomory's fractional cuts, ..."
Abstract
-
Cited by 15 (3 self)
- Add to MetaCart
In integer programming, the elementary closure associated with a family of cuts is the convex set defined by the intersection of all the cuts in the family. In this paper, we compare the elementary closures arising from several classical families of cuts: three versions of Gomory's fractional cuts, three versions of Gomory's mixed integer cuts, two versions of intersection cuts and their strengthened forms, Chvátal cuts, MIR cuts, lift-and-project cuts without and with strengthening, twoversions of disjunctive cuts, Sherali-Adams cuts and Lovász-Schrijver cuts with positive semi-definiteness constraints.
On the Separation of Split Cuts and Related Inequalities
- Mathematical Programming
"... The split cuts of Cook, Kannan and Schrijver are general-purpose valid inequalities for integer programming which include a variety of other well-known cuts as special cases. To detect violated split cuts, one has to solve the associated separation problem. The complexity of split cut separation was ..."
Abstract
-
Cited by 13 (1 self)
- Add to MetaCart
The split cuts of Cook, Kannan and Schrijver are general-purpose valid inequalities for integer programming which include a variety of other well-known cuts as special cases. To detect violated split cuts, one has to solve the associated separation problem. The complexity of split cut separation was recently cited as an open problem by Cornuejols & Li [10]. In this paper we settle this question by proving strong NP-completeness of separation for split cuts. As a by-product we also show NP-completeness of separation for several other classes of inequalities, including the MIR-inequalities of Nemhauser and Wolsey and some new inequalities which we call balanced split cuts and binary split cuts. We also strengthen NP-completeness results of Caprara & Fischetti [5] (for {0, 1 2 }-cuts) and Eisenbrand [12] (for Chvatal-Gomory cuts). To compensate for this bleak picture, we also give a positive result for the Symmetric Travelling Salesman Problem. We show how to separate in polynomial time over a class of split cuts which includes all comb inequalities with a fixed handle. Key words: Cutting planes, separation, complexity, travelling salesman problem, comb inequalities. 1
Sequence Independent Lifting for Mixed-Integer Programming
- Operations Research
, 2002
"... We show that superadditive lifting functions lead to sequence independent lifting of inequalities for general mixed--integer programming. ..."
Abstract
-
Cited by 13 (5 self)
- Add to MetaCart
We show that superadditive lifting functions lead to sequence independent lifting of inequalities for general mixed--integer programming.
Mixing Mixed-Integer Inequalities
- MATHEMATICAL PROGRAMMING
, 1998
"... Mixed-integer rounding (MIR) inequalities play a central role in the development of strong cutting planes for mixed-integer programs. In this paper, we investigate how known MIR inequalities can be combined in order to generate new strong valid inequalities. Given a mixed-integer region S and a coll ..."
Abstract
-
Cited by 11 (1 self)
- Add to MetaCart
Mixed-integer rounding (MIR) inequalities play a central role in the development of strong cutting planes for mixed-integer programs. In this paper, we investigate how known MIR inequalities can be combined in order to generate new strong valid inequalities. Given a mixed-integer region S and a collection of valid "base" mixed-integer inequalities, we develop a procedure for generating new valid inequalities for S. The starting point of our procedure is to consider the MIR inequalities related with the base inequalities. For any subset of these MIR inequalities, we generate two new inequalities by combining or "mixing" them. We show that the new inequalities are strong in the sense that they fully describe the convex hull of a mixedinteger region associated with the base inequalities. We also study some extensions of this mixing procedure, and discuss how it can be used to obtain new classes of strong valid inequalities for various mixed-integer programming problems. In particular, we present examples for production planning, capacitated facility location, capacitated network design, and multiple knapsack problems.
Minimal Valid Inequalities for Integer Constraints
, 2007
"... Dedicated to George Nemhauser for his 70th birthday In this note we consider an infinite relaxation of mixed integer linear programs. We show that any minimal valid inequality for this infinite relaxation arises from a nonnegative, piecewise linear, convex and homogeneous function. 1 ..."
Abstract
-
Cited by 11 (11 self)
- Add to MetaCart
Dedicated to George Nemhauser for his 70th birthday In this note we consider an infinite relaxation of mixed integer linear programs. We show that any minimal valid inequality for this infinite relaxation arises from a nonnegative, piecewise linear, convex and homogeneous function. 1
Lifting Integer Variables in Minimal Inequalities Corresponding To Lattice-Free Triangles
"... Recently, Andersen et al. [1] and Borozan and Cornuéjols [3] characterized the minimal inequalities of a system of two rows with two free integer variables and nonnegative continuous variables. These inequalities are either split cuts or intersection cuts derived using maximal lattice-free convex se ..."
Abstract
-
Cited by 8 (1 self)
- Add to MetaCart
Recently, Andersen et al. [1] and Borozan and Cornuéjols [3] characterized the minimal inequalities of a system of two rows with two free integer variables and nonnegative continuous variables. These inequalities are either split cuts or intersection cuts derived using maximal lattice-free convex sets. In order to use these minimal inequalities to obtain cuts from two rows of a general simplex tableau, it is necessary to extend the system to include integer variables (giving the two-dimensional mixed integer infinite group problem), and to develop lifting functions giving the coefficients of the integer variables in the corresponding inequalities. In this paper, we analyze the lifting of minimal inequalities derived from lattice-free triangles. Maximal lattice-free triangles in R 2 can be classified into three categories: those with multiple integral points in the relative interior of one of its sides, those with integral vertices and one integral point in the relative interior of each side, and those with non integral vertices and one integral point in the relative interior of each side. We prove that the lifting functions are unique for each of the first two categories such that the resultant inequality is minimal for the mixed integer infinite group problem, and characterize them. We show that the lifting function is not

