Generation of a reduced first - level mixed integer programmimg problem

Authors

  • Brian Jones National University of Science & Technology
  • Senelani Hove- Musekwa National University of Science & Technology
  • Sobona Mtisi Overseas Development Institute, London, SE1 7JD, UK
Abstract:

We introduce a new way of generating cutting planes of a mixed integer programme by way of taking binary variables. Four binary variables are introduced to form quartic inequalities, which results in a reduced first-level mixed integer programme. A new way of weakening the inequalities is presented. An algorithm to carryout the separation of the inequalities, which are exponential in number, is developed. The proposed method of cuts generation, separation and strengthening is compared to the Gomory, linear branching and coordinated cutting plane methods. The computational results show that the proposed method is promising but becomes complicated as number of variables increases.

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Journal title

volume 5  issue None

pages  0- 0

publication date 2014-10

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