Mathematical programming approach to tighten a Big-M formulation
نویسنده
چکیده
In this paper we present a mathematical programming approach to tighten a Big-M formulation (PM ) of a Mixed Integer Problem with Logical Implications (P ). If M0 is a valid vector (the optimal solutions of P belong to the feasible solutions set of PM0) our procedures find a valid vector M such that M ≤ M0. As a consequence, the upper bounds generated by using the linear relaxations of PM are stronger when M 6= M0. As a result, an standard branch and cut algorithm can be used to try to solve P by using PM with a high probability of obtaining better results than using PM0 . Computational results are presented in order to show that our procedures are very promising.
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