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
We propose an approximate lifting procedure for general integer programs. This lifting procedure uses information from multiple constraints of the problem formulation and can be used to strengthen formulations and cuts for mixed integer programs. In particular we demonstrate how it can be applied to improve Gomory’s fractional cut which is central to Glover’s primal … Read more
An explicit description of the convex hull of solutions to the uncapacitated lot-sizing problem with backlogging, in its natural space of production, setup, inventory and backlogging variables, has been an open question for many years. In this paper, we identify facet-defining inequalities that subsume all previously known valid inequalities for this problem. We show that … Read more
Perfect graphs constitute a well-studied graph class with a rich structure, reflected by many characterizations w.r.t different concepts. Perfect graphs are, e.g., characterized as precisely those graphs G where the stable set polytope STAB(G) coincides with the clique constraint stable set polytope QSTAB(G). For all imperfect graphs STAB(G) \subset QSTAB(G) holds and, therefore, it is … Read more
This paper presents a robust branch-cut-and-price algorithm for the Capacitated Minimum Spanning Tree Problem (CMST). The variables are associated to $q$-arbs, a structure that arises from a relaxation of the capacitated prize-collecting arborescence probem in order to make it solvable in pseudo-polynomial time. Traditional inequalities over the arc formulation, like Capacity Cuts, are also used. … Read more
In this paper, we derive new families of piecewise linear facet-defining inequalities for the finite group problem and extreme inequalities for the infinite group problem using approximate lifting. The new valid inequalities for the finite group problem are two- and three-slope facet-defining inequalities as well as the first family of four-slope facet-defining inequalities. The new … Read more
This paper introduces the single item lot sizing problem with inventory gains. This problem is a generalization of the classical single item capacitated lot sizing problem to one in which stock is not conserved. That is, the stock in inventory undergoes a transformation in each period that is independent of the period in which the … Read more
The task of scheduling communications between satellites and ground control stations is getting more and more critical since an increasing number of satellites must be controlled by a small set of stations. In such a congested scenario, the current practice, in which experts build hand-made schedules, often leaves a large number of communication requests unserved. … Read more
We describe improvements to Smith’s branch-and-bound (B&B) algorithm for the Euclidean Steiner problem in R^d. Nodes in the B&B tree correspond to full Steiner topologies associated with a subset of the terminal nodes, and branching is accomplished by “merging” a new terminal node with each edge in the current Steiner tree. For a given topology … Read more
While dealing with uncertainty in linear programs, the robust optimization framework proposed by Bertsimas and Sim appears as relevant. In particular, it can readily be extended for integer linear programming. This paper outlines the polyhedral impacts of this robust model for the 0-1 knapsack problem. It shows especially how the classical cover cuts can be … Read more