On the relative strength of families of intersection cuts arising from pairs of tableau constraints in mixed integer programs
نویسندگان
چکیده
We compare the relative strength of valid inequalities for the integer hull of the feasible region of mixed integer linear programs with two equality constraints, two unrestricted integer variables and any number of nonnegative continuous variables. In particular, we prove that the closure of Type 2 triangle (resp. Type 3 triangle; quadrilateral) inequalities, are all within a factor of 1.5 of the integer hull, and provide examples showing that the approximation factor is not less than 1.125. There is no fixed approximation ratio for split or Type 1 triangle inequalities however. ∗Research of this author was supported in part by a Mellon Fellowship. †Research of this author was supported in part by NSF grant CMMI1024554 and ONR grant N00014-091-0033. ‡Research of this author was supported in part by a Discovery Grant from NSERC and ONR grant N0001412-1-0049. §Research of this author was supported in part by a Discovery Grant from NSERC and ONR grant N0001412-1-0049.
منابع مشابه
Elementary closures for integer programs ( G
In integer programming, the elementary closure associated with a family of cuts is the convex set de ned by the intersection of all the cuts in the family. In this paper, we compare the elementary closures arising from several classical families of cuts: three versions of Gomory’s fractional cuts, three versions of Gomory’s mixed integer cuts, two versions of intersection cuts and their strengt...
متن کاملElementary closures for integer programs
In integer programming, the elementary closure associated with a family of cuts is the convex set de ned by the intersection of all the cuts in the family. In this paper, we compare the elementary closures arising from several classical families of cuts: three versions of Gomory's fractional cuts, three versions of Gomory's mixed integer cuts, two versions of intersection cuts and their strengt...
متن کاملInequalities for Mixed Integer Linear Programs
This tutorial presents a theory of valid inequalities for mixed integer linear sets. It introduces the necessary tools from polyhedral theory and gives a geometric understanding of several classical families of valid inequalities such as lift-and-project cuts, Gomory mixed integer cuts, mixed integer rounding cuts, split cuts and intersection cuts, and it reveals the relationships between these...
متن کاملValid inequalities for mixed integer linear programs
This tutorial presents a theory of valid inequalities for mixed integer linear sets. It introduces the necessary tools from polyhedral theory and gives a geometric understanding of several classical families of valid inequalities such as lift-and-project cuts, Gomory mixed integer cuts, mixed integer rounding cuts, split cuts and intersection cuts, and it reveals the relationships between these...
متن کاملNatural Intersection Cuts for Mixed-Integer Linear Programs
Intersection cuts are a family of cutting planes for pure and mixedinteger linear programs, developed in the 1970s. Most papers on them consider only cuts that come from so-called maximal lattice-point-free polyhedra. We define a completely different family of intersection cuts, called “natural”. Their key property is that they can be generated very quickly and easily from a simplex tableau. In...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید
ثبت ناماگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید
ورودعنوان ژورنال:
- Math. Program.
دوره 150 شماره
صفحات -
تاریخ انتشار 2015