implied bounds

Bound reduction using pairs of linear inequalities

  • Pietro Belotti
    • Categories (Mixed) Integer Linear Programming, (Mixed) Integer Nonlinear Programming, Constrained Nonlinear Optimization Tags , , ,

    We describe a procedure to reduce variable bounds in Mixed Integer Nonlinear Programming (MINLP) as well as Mixed Integer Linear Programming (MILP) problems. The procedure works by combining pairs of inequalities of a linear programming (LP) relaxation of the problem. This bound reduction technique extends the implied bounds procedure used in MINLP and MILP and … Read more