We study the Master Equality Polyhedron (MEP) which generalizes the Master Cyclic Group Polyhedron and the Master Knapsack Polyhedron. We present an explicit characterization of the polar of the nontrivial facet-defining inequalities for the MEP. This result generalizes similar results for the Master Cyclic Group Polyhedron by Gomory (1969) and for the Master Knapsack Polyhedron … Read more
We consider revenue management models for pricing a product line with several customer segments, working under the assumption that every customer’s product choice is determined entirely by their reservation price. We model the customer choice behavior by several probabilistic choice models and formulate the problems as mixed-integer programming problems. We study special properties of these … Read more
This paper is a survey of and some minor extensions to the theory of duality for mixed-integer linear programs. The theory of duality for linear programs is well-developed and has been extremely successful in both theory and practice. Much of this broad framework can be extended to MILPs in principle, but this has proven largely … Read more
This paper deals with directed, bidirected, and undirected capacitated network design problems. Using mixed integer rounding (MIR), we generalize flow-cutset inequalities to these three link types and to an arbitrary modular link capacity structure, and propose a generic separation algorithm. In an extensive computational study on 54 instances from the Survivable Network Design Library (SNDlib), … Read more
Due to the high computational complexity of exact methods (e.g., integer programming) for routing and wavelength assigment in optical networks, it is beneficial to decompose the problem into a routing task and a wavelength allocation task. However, by this decomposition it is not necessarily possible to obtain a valid wavelength assignment for a given routing … Read more
We study the set $S = \{(x, y) \in \Re_{+} \times Z^{n}: x + B_{j} y_{j} \geq b_{j}, j = 1, \ldots, n\}$, where $B_{j}, b_{j} \in \Re_{+} – \{0\}$, $j = 1, \ldots, n$, and $B_{1} | \cdots | B_{n}$. The set $S$ generalizes the mixed-integer rounding (MIR) set of Nemhauser and Wolsey and … Read more
We consider the effectiveness of a lookahead branching method for the selection of branching variable in branch-and-bound method for mixed integer programming. Specifically, we ask the following question: by taking into account the impact of the current branching decision on the bounds of the child nodes two levels deeper than the current node, can better … Read more
The n-step mixed integer rounding (MIR) functions are used to generate n-step MIR inequalities for (mixed) integer programming problems (Kianfar and Fathi, 2006). We show that these functions are sources for generating extreme valid inequalities (facets) for group problems. We first prove the n-step MIR function, for any positive integer n, generates two-slope facets for … Read more
We present new families of valid inequalities for (mixed) integer programming (MIP) problems. These valid inequalities are based on a generalization of the 2-step mixed integer rounding (MIR), proposed by Dash and Günlük (2006). We prove that for any positive integer n, n facets of a certain (n+1)-dimensional mixed integer set can be obtained through … Read more
Gomory mixed-integer (GMI) cuts generated from optimal simplex tableaus are known to be useful in solving mixed-integer programs. Further, it is well-known that GMI cuts can be derived from facets of Gomory’s master cyclic group polyhedron and its mixed-integer extension studied by Gomory and Johnson. In this paper we examine why cutting planes derived from … Read more