Marcos Goycoolea

A heuristic to generate rank-1 GMI cuts

  • Sanjeeb Dash
  • Marcos Goycoolea
    • Categories Cutting Plane Approaches Tags , ,

    Gomory mixed-integer (GMI) cuts are among the most effective cutting planes for general mixed-integer programs (MIP). They are traditionally generated from an optimal basis of a linear programming (LP) relaxation of an MIP. In this paper we propose a heuristic to generate useful GMI cuts from additional bases of the initial LP relaxation. The cuts … Read more

    Two step MIR inequalities for mixed-integer programs

  • Sanjeeb Dash
  • Oktay Gunluk
  • Marcos Goycoolea
    • Categories Cutting Plane Approaches Tags , ,

    Two-step mixed-integer rounding inequalities are valid inequalities derived from a facet of a simple mixed-integer set with three variables and one constraint. In this paper we investigate how to effectively use these inequalities as cutting planes for general mixed-integer problems. We study the separation problem for single constraint sets and show that it can be … Read more