In this paper we study the relationship between valid inequalities for mixed-integer sets, lattice-free sets associated with these inequalities and the multi-branch split cuts introduced by Li and Richard (2008). By analyzing n-dimensional lattice-free sets, we prove that for every integer n there exists a positive integer t such that every facet-defining inequality of the convex hull of a mixe...

Mixed-integer rounding (MIR) inequalities play a central role in the development of strong cutting planes for mixed-integer programs. In this paper, we investigate how known MIR inequalities can be combined in order to generate new strong valid inequalities. Given a mixed-integer region S and a collection of valid “base” mixed-integer inequalities, we develop a procedure for generating new vali...

In this contribution we apply different approaches to solve four rather different MINLP problems: special extensions to time-indexed formulations of production planning problems, a production planning problem in BASF’s petrochemical division, a site analysis of one of BASF’s bigger sites, and a process design problem. The first problem is related to a useful nonlinear extension of production pl...

We survey the techniques used for presolving Mixed-integer linear programs (MILPs). Presolving is an important component of all modern MILP solvers. It is used for simplifying a given instance, for detecting any obvious problems or errors, and for identifying structures and characteristics that are useful for solving an instance.

this paper proposes a new mathematical model for the integrated procurement-production-distribution problem of a fuzzy mixed integer linear programming (fmilp) type. considering the uncertainty in real problems, a number of parameters such as demand, capacity, and cost where their values are not available or known precisely, have been considered as trapezoidal fuzzy numbers. to solve fuzzy mixe...

A conic integer program is an integer programming problem with conic constraints. Many problems in finance, engineering, statistical learning, and probabilistic optimization are modeled using conic constraints. Here we study mixed-integer sets defined by second-order conic constraints. We introduce general-purpose cuts for conic mixed-integer programming based on polyhedral conic substructures ...

Data Envelopment Analysis (DEA) cannot provide adequate discrimination among efficient decision making units (DMUs). To discriminate these efficient DMUs is an interesting research subject. The purpose of this paper is to develop the mix integer linear model which was proposed by Foroughi (Foroughi A.A. A new mixed integer linear model for selecting the best decision making units in data envelo...

MINTO is a software system that solves mixed integer linear programs by a branch and bound algorithm with linear programming relaxations It also provides automatic constraint classi cation preprocessing primal heuristics and constraint generation Moreover the user can enrich the basic algorithm by providing a variety of specialized application routines that can customize MINTO to achieve maximu...

In this paper, we propose a formulation of a feature selecting support vector machine based on the L0-norm. We explore a perspective relaxation of the optimization problem and solve it using mixed-integer nonlinear programming (MINLP) techniques. Given a training set of labeled data instances, we construct a maxmargin classifier that minimizes the hinge loss as well as the cardinality of the we...