Generalized intersection cuts and a new cut generating paradigm

• 成果类型: Article
• 署名作者: Balas, Egon; Margot, Francois
• 署名单位: Carnegie Mellon University
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-011-0483-x
• 发表日期: 2013
• 页码: 19-35
• 关键词: integer; PROGRAMS

摘要

Intersection cuts are generated from a polyhedral cone and a convex set S whose interior contains no feasible integer point. We generalize these cuts by replacing the cone with a more general polyhedron C. The resulting generalized intersection cuts dominate the original ones. This leads to a new cutting plane paradigm under which one generates and stores the intersection points of the extreme rays of C with the boundary of S rather than the cuts themselves. These intersection points can then be used to generate in a non-recursive fashion cuts that would require several recursive applications of some standard cut generating routine. A procedure is also given for strengthening the coefficients of the integer-constrained variables of a generalized intersection cut. The new cutting plane paradigm yields a new characterization of the closure of intersection cuts and their strengthened variants. This characterization is minimal in the sense that every one of the inequalities it uses defines a facet of the closure.