Sequential Pairing of Mixed Integer Inequalities
نویسندگان
چکیده
We present a scheme for generating new valid inequalities for mixed integer programs by taking pairwise combinations of existing valid inequalities. Our scheme is related to mixed integer rounding and mixing. The scheme is in general sequence-dependent and therefore leads to an exponential number of inequalities. For some important cases, we identify combination sequences that lead to a manageable set of non-dominated inequalities. We illustrate the framework for some deterministic and stochastic integer programs and we present computational results which show the efficiency of adding the new generated inequalities as cuts.
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عنوان ژورنال:
- Discrete Optimization
دوره 4 شماره
صفحات -
تاریخ انتشار 2005