Valid inequalities based on simple mixed-integer sets

• 成果类型: Article
• 署名作者: Dash, S; Günlük, O
• 署名单位: International Business Machines (IBM); IBM USA
• 刊物名称: MATHEMATICAL PROGRAMMING
• ISSN/ISSBN: 0025-5610
• DOI: 10.1007/s10107-005-0599-y
• 发表日期: 2006
• 页码: 29-53
• 关键词: cutting planes; gomory cuts

摘要

In this paper we use facets of simple mixed-integer sets with three variables to derive a parametric family of valid inequalities for general mixed-integer sets. We call these inequalities two-step MIR inequalities as they can be derived by applying the simple mixed-integer rounding (MIR) principle of Wolsey (1998) twice. The two-step MIR inequalities define facets of the master cyclic group polyhedron of Gomory (1969). In addition, they dominate the strong fractional cuts of Letchford and Lodi (2002).