Local cuts for mixed-integer programming
A general framework for cutting-plane generation was proposed by Applegate et al. in the context of the traveling salesman problem. The process considers the image of a problem space under a linear mapping, chosen so that a relaxation of the mapped problem can be solved efficiently. Optimization in...
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| Vydáno v: | Mathematical programming computation Ročník 5; číslo 2; s. 171 - 200 |
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| Hlavní autoři: | , , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Berlin/Heidelberg
Springer-Verlag
01.06.2013
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| Témata: | |
| ISSN: | 1867-2949, 1867-2957 |
| On-line přístup: | Získat plný text |
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| Shrnutí: | A general framework for cutting-plane generation was proposed by Applegate et al. in the context of the traveling salesman problem. The process considers the image of a problem space under a linear mapping, chosen so that a relaxation of the mapped problem can be solved efficiently. Optimization in the mapped space can be used to find a separating hyperplane, if one exists, and via substitution this gives a cutting plane in the original space. We extend this procedure to general mixed-integer programming problems, obtaining a range of possibilities for new sources of cutting planes. Some of these possibilities are explored computationally, both in floating-point arithmetic and in rational arithmetic. |
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| ISSN: | 1867-2949 1867-2957 |
| DOI: | 10.1007/s12532-013-0052-9 |