A Combinatorial Cut-and-Lift Procedure with an Application to 0-1 Chance Constraints
Cut generation and lifting are key components for the performance of state-of-the-art mathematical programming solvers. This work proposes a new general cut-and-lift procedure that exploits the combinatorial structure of 0-1 problems via a binary decision diagram (BDD) encoding of their constraints. We present a general framework that can be applied to a large range of … Read more