Technical Note—On Intersection Cuts in Interval Integer Linear Programming

A. Charnes, Daniel Granot and Frieda Granot
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A. Charnes: University of Texas, Austin, Texas
Daniel Granot: Simon Fraser University, Burnaby, British Columbia
Frieda Granot: University of British Columbia, Vancouver, British Columbia

Operations Research, 1977, vol. 25, issue 2, 352-355

Abstract: In this note we use the concept of intersection cut, introduced by Balas for integer programming problems, to develop a cutting-plane algorithm for solving integer interval linear programming problems. The idea is to apply the cutting-plane algorithm directly on the interval problem without transforming the problem into an equivalent standard integer problem. Such a transformation would significantly increase the effective size of the problem.

Date: 1977
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