Power grid vulnerability analysis is often performed through solving a bi-level optimization problem, which, if solved to optimality, yields the most destructive interdiction plan with the worst loss. As one of the most effective operations to mitigate deliberate outages or attacks, transmission line switching recently has been included and modeled by a binary variable in … Read more
In this paper we study the t-branch split cuts introduced by Li and Richard (2008). They presented a family of mixed-integer programs with n integer variables and a single continuous variable and conjectured that the convex hull of integer solutions for any n has unbounded rank with respect to (n-1)-branch split cuts. It was shown … Read more
Recently, cutting planes derived from maximal lattice-free convex sets have been studied intensively by the integer programming community. An important question in this research area has been to decide whether the closures associated with certain families of lattice-free sets are polyhedra. For a long time, the only result known was the celebrated theorem of Cook, … Read more
The corner relaxation of a mixed-integer linear program is a central concept in cutting plane theory. In a recent paper Fischetti and Monaci provide an empirical assessment of the strength of the corner and other related relaxations on benchmark problems. In this paper we give a precise characterization of the bounds given by these relaxations … Read more
Gunluk and Pochet [O. Gunluk, Y. Pochet: Mixing mixed integer inequalities. Mathematical Programming 90(2001) 429-457] proposed a procedure to mix mixed integer rounding (MIR) inequalities. The mixed MIR inequalities define the convex hull of the mixing set $\{(y^1,\ldots,y^m,v) \in Z^m \times R_+:\alpha_1 y^i + v \geq \b_i,i=1,\ldots,m\}$ and can also be used to generate valid … Read more
Valid inequalities or cutting planes for (mixed-) integer programming problems are an essential theoretical tool for studying combinatorial properties of polyhedra. They are also of utmost importance for solving optimization problems in practice; in fact any modern solver relies on several families of cutting planes. The Chvátal-Gomory procedure, one such approach, has a peculiarity that … Read more
Large-sized extended formulations have the potential for providing high-quality bounds on some combinatorial optimization problems where the natural formulations perform poorly. This chapter discusses the use of some families of cuts that have been recently applied on extended formulations that are obtained by the discretization of the continuous variables occurring in the natural formulation of … Read more
We study a mixed integer linear program with $m$ integer variables and $k$ non-negative continuous variables in the form of the relaxation of the corner polyhedron that was introduced by Andersen, Louveaux, Weismantel and Wolsey [\emph{Inequalities from two rows of a simplex tableau}, Proc.\ IPCO 2007, LNCS, vol.~4513, Springer, pp.~1–15]. We describe the facets of … Read more
In 1996, Laurent and Poljak introduced an extremely general class of cutting planes for the max-cut problem, called gap inequalities. We prove several results about them, including the following: (i) there must exist non-dominated gap inequalities with gap larger than 1, unless NP = co-NP; (ii) there must exist non-dominated gap inequalities with exponentially large … Read more
Mixed-integer conic programming is a generalization of mixed-integer linear programming. In this paper, we present an extension of the duality theory for mixed-integer linear programming to the case of mixed-integer conic programming. In particular, we construct a subadditive dual for mixed-integer conic programming problems. Under a simple condition on the primal problem, we are able … Read more