Branch-and-Cut for Separable Piecewise Linear Optimization: New Inequalities and Intersection with Semi-Continuous Constraints

We give new facets and valid inequalities for the separable piecewise linear optimization knapsack polytope. We also extend the inequalities to the case in which some of the variables are semi-continuous. In a companion paper (de Farias, Gupta, Kozyreff, Zhao, 2011) we demonstrate the efficiency of the inequalities when used as cuts in a branch-and-cut scheme.

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Department of Industrial Engineering, Texas Tech, 2011

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