Separation of Mixing Inequalities in a Mixed Integer Programming Solver

This paper shows how valid inequalities based on the mixing set can be used in a mixed integer programming (MIP) solver. It discusses the relation of mixing inequalities to flow path and mixed integer rounding in- equalities and how currently used separation algorithms already generate cuts implicitly that can be seen as mixing cuts. Further … Read more

A simple exact separation algorithm for 2-matching inequalities.

In this work we present an exact separation algorithm for the so called co-circuit inequalities, otherwise known as parity or 2-matching inequalities. The algorithm is quite simple since it operates on the tree of min-cuts of the support graph of the solution to separate, relative to an ad hoc capacity vector. The order of our … Read more

Algorithms to Separate {0,1/2}-Chvatal-Gomory Cuts

Chvatal-Gomory cuts are among the most well-known classes of cutting planes for general integer linear programs (ILPs). In case the constraint multipliers are either 0 or 1/2, such cuts are known as {0, 1/2}-cuts. It has been proven by Caprara and Fischetti (1996) that separation of {0, 1/2}-cuts is NP-hard. In this paper, we study … Read more

Uncapacitated Lot Sizing with Backlogging: The Convex Hull

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

Lot Sizing with Inventory Bounds and Fixed Costs: Polyhedral Study and Computation

We investigate the polyhedral structure of the lot-sizing problem with inventory bounds. We consider two models, one with linear costs on inventory, the other with linear and fixed costs on inventory. For both models, we identify facet-defining inequalities that make use of the inventory capacities explicitly and give exact separation algorithms. We also give a … Read more