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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2013
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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) |
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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 |
_version_ |
1718400823283679232 |