Subset Coefficient Reduction Cuts for 0/1 Mixed-Integer Programming
R. Kipp Martin and
Linus Schrage
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R. Kipp Martin: University of Chicago, Chicago, Illinois
Linus Schrage: University of Chicago, Chicago, Illinois
Operations Research, 1985, vol. 33, issue 3, 505-526
Abstract:
We describe a method for generating cuts for mixed-integer 0/1 programs. These cuts are designed to tighten an integer program prior to applying linear programming based branch and bound algorithms. The method involves two basic ideas: subset selection and coefficient reduction. Coefficient reduction is a process of reducing the coefficients of the 0/1 variables. Subset selection is combined with coefficient reduction by applying the coefficient reduction process to the coefficients of a subset of variables from the constraints in the problem formulation. The paper exploits these two simple ideas to derive a broad class of cuts for integer programs with both 0/1 and continuous variables. It also reports on the use of this methodology in solving a variety of fixed charge problems.
Keywords: 625 tightening algorithm for mixed-0/1 programs; 627 LP based branch and bound; 628 cutting planes to reduce duality gap (search for similar items in EconPapers)
Date: 1985
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Persistent link: https://EconPapers.repec.org/RePEc:inm:oropre:v:33:y:1985:i:3:p:505-526
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