Cutting planes from a mixed integer Farkas lemma
✍ Scribed by Matthias Köppe; Robert Weismantel
- Publisher
- Elsevier Science
- Year
- 2004
- Tongue
- English
- Weight
- 189 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0167-6377
No coin nor oath required. For personal study only.
✦ Synopsis
We present a mixed integer version of the lattice analogue of the Farkas lemma. It gives rise to a family of mixed-integer rounding cuts for mixed integer programs, which depend on the choice of a lattice basis. By choosing a Lovà asz-reduced basis, one can hope to generate numerically advantageous cutting planes.
📜 SIMILAR VOLUMES
We consider a mixed 0-1 integer programming problem with dual block-angular structure arising in two-stage stochastic programming. A relaxation is proposed such that the problem is decomposed into subproblems each corresponding to the outcomes of the random variable. The convex hull of feasible solu