We consider knapsack constraints involving one general integer and many binary variables. We introduce the concept of a cover for such a constraint and we construct a new family of valid inequalities based on this concept. We generalize this idea to extended covers, and we propose a specialized lifting procedure for cover inequalities. Finally, we illustrate the efficiency of our approach on a large-scale real world supply chain optimization problem.
Citation
Submitted, Rutgers Technical Report.
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View Cover Inequalities for Binary-Integer Knapsack Constraints