Mixed Integer Rounding Cuts and Master Group Polyhedra

نویسنده

  • Sanjeeb Dash
چکیده

We survey recent research on mixed-integer rounding (MIR) inequalities and a generalization, namely the two-step MIR inequalities defined by Dash and Günlük (2006). We discuss the master cyclic group polyhedron of Gomory (1969) and discuss how other subadditive inequalities, similar to MIR inequalities, can be derived from this polyhedron. Recent numerical experiments have shed much light on the strength of MIR inequalities and the closely related Gomory mixedinteger cuts, especially for the MIP instances in the MIPLIB 3.0 library, and we discuss these experiments and their outcomes. Balas and Saxena (2007), and independently, Dash, Günlük and Lodi (2007), study the strength of the MIR closure of MIPLIB instances, and we explain their approach and results here. We also give a short proof of the well-known fact that the MIR closure of a polyhedral set is a polyhedron. Finally, we conclude with a survey of the complexity of cutting-plane proofs which use MIR inequalities. This survey is based on a series of 5 lectures presented at the Seminaire de mathematiques superieures, of the NATO Advanced Studies Institute, held in the University of Montreal, from June 19-30, 2006.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

On the strength of Gomory mixed-integer cuts as group cuts

Gomory mixed-integer (GMI) cuts generated from optimal simplex tableaus are known to be useful in solving mixed-integer programs. Further, it is well-known that GMI cuts can be derived from facets of Gomory’s master cyclic group polyhedron and its mixed-integer extension studied by Gomory and Johnson. In this paper we examine why cutting planes derived from other facets of master cyclic group p...

متن کامل

Valid Inequalities Based on Simple Mixed-Integer Sets

In this paper we use facets of simple mixed-integer sets with three variables to derive a parametric family of valid inequalities for general mixed-integer sets. We call these inequalities two-step MIR inequalities as they can be derived by applying the simple mixed-integer rounding (MIR) principle of Wolsey (1998) twice. The two-step MIR inequalities define facets of the master cyclic group po...

متن کامل

A note on the MIR closure and basic relaxations of polyhedra

Anderson, Cornuéjols and Li (2005) show that for a polyhedral mixed integer set defined by a constraint system Ax ≥ b, where x is n-dimensional, along with integrality restrictions on some of the variables, any split cut is in fact a split cut for a basic relaxation, i.e., one defined by a subset of linearly independent constraints. This result implies that any split cut can be obtained as an i...

متن کامل

Cutting 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

ذخیره 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 نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2011