منابع مشابه
Mixed-Integer Cuts from Cyclic Groups
We analyze a separation procedure for Mixed-Integer Programs related to the work of Gomory and Johnson on interpolated subadditive functions. This approach has its roots in the Gomory-Johnson characterization on the master cyclic group polyhedron. To our knowledge, the practical benefit that can be obtained by embedding interpolated subadditive cuts in a cutting plane algorithm was not investig...
متن کاملConic mixed-integer rounding cuts
A conic integer program is an integer programming problem with conic constraints.Manyproblems infinance, engineering, statistical learning, andprobabilistic optimization aremodeled using conic constraints. Herewe studymixed-integer sets definedby second-order conic constraints.We introduce general-purpose cuts for conic mixed-integer programming based on polyhedral conic substructures of second...
متن کاملNumerically Safe Gomory Mixed-Integer Cuts
W describe a simple process for generating numerically safe cutting planes using floating-point arithmetic and the mixed-integer rounding procedure. Applying this method to the rows of the simplex tableau permits the generation of Gomory mixed-integer cuts that are guaranteed to be satisfied by all feasible solutions to a mixed-integer programming problem (MIP). We report on tests with the MIPL...
متن کاملFoundation-penalty cuts for mixed-integer programs
We propose a new class of Foundation-Penalty (FP) cuts for GUB-constrained (and ordinary) mixed-integer programs, which are easy to generate by exploiting standard penalty calculations that are routinely employed in branch-and-bound contexts. The FP cuts are derived with reference to a selected integer variable or GUB set, and a foundation function that is typically a reduced cost function corr...
متن کاملLocal cuts for mixed-integer programming
A general framework for cutting-plane generation was proposed by Applegate et al. in the context of the traveling salesman problem. The process considers the image of a problem space under a linear mapping, chosen so that a relaxation of the mapped problem can be solved efficiently. Optimization in the mapped space can be used to find a separating hyperplane if one exists, and via substitution ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2006
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-006-0726-4