Monoidal Cut Strengthening and Generalized Mixed-Integer Rounding for Disjunctive Programs∗
نویسندگان
چکیده
This article investigates cutting planes for mixed-integer disjunctive programs. In the early 1980s, Balas and Jeroslow presented monoidal disjunctive cuts exploiting the integrality of variables. For disjunctions arising from binary variables, it is known that these cutting planes are essentially the same as Gomory mixed-integer and mixed-integer rounding cuts. In this article, we investigate the relation of monoidal cut strengthening to other classes of cutting planes for general twoterm disjunctions. In this context, we introduce a generalization of mixed-integer rounding cuts. We also demonstrate the effectiveness of monoidal disjunctive cuts via computational experiments on instances involving complementarity constraints.
منابع مشابه
Monoidal cut strengthening and generalized mixed-integer rounding for disjunctions and complementarity constraints
In the early 1980s, Balas and Jeroslow presented monoidal disjunctive cuts exploiting the integrality of variables. This article investigates the relation of monoidal cut strengthening to other classes of cutting planes for general two-term disjunctions. We introduce a generalization of mixed-integer rounding cuts and show equivalence to monoidal disjunctive cuts. Moreover, we demonstrate the e...
متن کاملStronger Cuts from Weaker Disjunctions
We discuss an enhancement of the Balas-Jeroslow procedure for strengthening disjunctive cuts for mixed 0-1 programs. It is based on the paradox that sometimes weakening a disjunction helps the strengthening procedure and results in sharper cuts. When applied to a split cut derived from a source row of the simplex tableau, the enhanced procedure yields, besides the Gomory Mixed Integer cut (GMI)...
متن کاملLift-and-project for general two-term disjunctions
In this paper we generalize the cut strengthening method of Balas and Perregaard for 0/1 mixed-integer programming to disjunctive programs with general two-term disjunctions. We apply our results to linear programs with complementarity constraints.
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 کاملCutting Planes for Mixed Integer Programming
The purpose of this paper is to present an overview of families of cutting planes for mixed integer programming problems. We examine the families of disjunctive inequalities, split cuts, mixed integer rounding inequalities, mixed integer Gomory cuts, intersection cuts, lift-and-project cuts, and reduceand-split cuts. In practice, mixed integer Gomory cuts are very useful in obtaining solutions ...
متن کامل