Intersection cuts from multiple rows: a disjunctive programming approach

We address the issue of generating cutting planes for mixed integer programs from multiple rows of the simplex tableau with the tools of disjunctive programming. A cut from q rows of the simplex tableau is an intersection cut from a q-dimensional parametric cross-polytope, which can also be viewed a...

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Autores principales: Egon Balas, Andrea Qualizza
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Lenguaje:EN
Publicado: Elsevier 2013
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Acceso en línea:https://doaj.org/article/3d9c31ceab644ecab7c0a6c95cc0d7a6
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spelling oai:doaj.org-article:3d9c31ceab644ecab7c0a6c95cc0d7a62021-12-02T05:00:34ZIntersection cuts from multiple rows: a disjunctive programming approach2192-440610.1007/s13675-013-0008-xhttps://doaj.org/article/3d9c31ceab644ecab7c0a6c95cc0d7a62013-05-01T00:00:00Zhttp://www.sciencedirect.com/science/article/pii/S2192440621000101https://doaj.org/toc/2192-4406We address the issue of generating cutting planes for mixed integer programs from multiple rows of the simplex tableau with the tools of disjunctive programming. A cut from q rows of the simplex tableau is an intersection cut from a q-dimensional parametric cross-polytope, which can also be viewed as a disjunctive cut from a 2q-term disjunction. We define the disjunctive hull of the q-row problem, describe its relation to the integer hull, and show how to generate its facets. For the case of binary basic variables, we derive cuts from the stronger disjunctions whose terms are equations. We give cut strengthening procedures using the integrality of the nonbasic variables for both the integer and the binary case. Finally, we discuss some computational experiments.Egon BalasAndrea QualizzaElsevierarticle90C1090C1190C27Applied mathematics. Quantitative methodsT57-57.97Electronic computers. Computer scienceQA75.5-76.95ENEURO Journal on Computational Optimization, Vol 1, Iss 1, Pp 3-49 (2013)
institution DOAJ
collection DOAJ
language EN
topic 90C10
90C11
90C27
Applied mathematics. Quantitative methods
T57-57.97
Electronic computers. Computer science
QA75.5-76.95
spellingShingle 90C10
90C11
90C27
Applied mathematics. Quantitative methods
T57-57.97
Electronic computers. Computer science
QA75.5-76.95
Egon Balas
Andrea Qualizza
Intersection cuts from multiple rows: a disjunctive programming approach
description We address the issue of generating cutting planes for mixed integer programs from multiple rows of the simplex tableau with the tools of disjunctive programming. A cut from q rows of the simplex tableau is an intersection cut from a q-dimensional parametric cross-polytope, which can also be viewed as a disjunctive cut from a 2q-term disjunction. We define the disjunctive hull of the q-row problem, describe its relation to the integer hull, and show how to generate its facets. For the case of binary basic variables, we derive cuts from the stronger disjunctions whose terms are equations. We give cut strengthening procedures using the integrality of the nonbasic variables for both the integer and the binary case. Finally, we discuss some computational experiments.
format article
author Egon Balas
Andrea Qualizza
author_facet Egon Balas
Andrea Qualizza
author_sort Egon Balas
title Intersection cuts from multiple rows: a disjunctive programming approach
title_short Intersection cuts from multiple rows: a disjunctive programming approach
title_full Intersection cuts from multiple rows: a disjunctive programming approach
title_fullStr Intersection cuts from multiple rows: a disjunctive programming approach
title_full_unstemmed Intersection cuts from multiple rows: a disjunctive programming approach
title_sort intersection cuts from multiple rows: a disjunctive programming approach
publisher Elsevier
publishDate 2013
url https://doaj.org/article/3d9c31ceab644ecab7c0a6c95cc0d7a6
work_keys_str_mv AT egonbalas intersectioncutsfrommultiplerowsadisjunctiveprogrammingapproach
AT andreaqualizza intersectioncutsfrommultiplerowsadisjunctiveprogrammingapproach
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