Interior point methods have proven very successful at solving linear programming problems. When an explicit linear programming formulation is either not available or is too large to employ directly, a column generation approach can be used. Examples of column generation approaches include cutting plane methods for integer programming and decomposition methods for many classes of … Read more
Abstract: We present new valid inequalities for 0-1 programming problems that work in similar ways to well known cover inequalities. Discussion and analysis of these cuts is followed by their revision and use in integer programming as a new generation of cuts that excludes not only portions of polyhedra containing noninteger points, also parts with … Read more
In this paper, we develop a convexification tool that enables the construction of convex hulls for orthogonal disjunctive sets using convex extensions and disjunctive programming techniques. A distinguishing feature of our technique is that, unlike most applications of disjunctive programming, it does not require the introduction of new variables in the relaxation. We develop and … Read more
In this note, we present a simple geometric argument to determine a lower bound on the split rank of intersection cuts. As a first step of this argument, a polyhedral subset of the lattice-free convex set that is used to generate the intersection cut is constructed. We call this subset the restricted lattice-free set. It … Read more
Lagrangian relaxation is commonly used to generate bounds for mixed-integer linear programming problems. However, when the number of dualized constraints is very large (exponential in the dimension of the primal problem), explicit dualization is no longer possible. In order to reduce the dual dimension, different heuristics were proposed. They involve a separation procedure to dynamically … Read more
Integer programs defined by two equations with two free integer variables and nonnegative continuous variables have three types of nontrivial facets: split, triangle or quadrilateral inequalities. In this paper, we compare the strength of these three families of inequalities. In particular we study how well each family approximates the integer hull. We show that, in … Read more
The submodular knapsack set is the discrete lower level set of a submodular function. The modular case reduces to the classical linear 0-1 knapsack set. One motivation for studying the submodular knapsack polytope is to address 0-1 programming problems with uncertain coefficients. Under various assumptions, a probabilistic constraint on 0-1 variables can be modeled as … Read more
Recently, Andersen et al.(2007), Borozan and Cornuejols (2007) and Cornuejols and Margot(2007) characterized extreme inequalities of a system of two rows with two free integer variables and nonnegative continuous variables. These inequalities are either split cuts or intersection cuts (Balas (1971)) derived using maximal lattice-free convex sets. In order to use these inequalities to obtain … Read more
This paper shows how valid inequalities based on the mixing set can be used in a mixed integer programming (MIP) solver. It discusses the relation of mixing inequalities to flow path and mixed integer rounding in- equalities and how currently used separation algorithms already generate cuts implicitly that can be seen as mixing cuts. Further … Read more
In this paper we study an exact separation algorithm for mixed knapsack sets with the aim of evaluating its effectiveness in a cutting plane algorithm for Mixed-Integer Programming. First proposed by Boyd in the 90’s, exact knapsack separation has recently found a renewed interest. In this paper we present a “lightweight” exact separation procedure for … Read more