𝔖 Bobbio Scriptorium
✦   LIBER   ✦

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


A cutting-plane approach to mixed 0–1 st
✍ Claus C. Carøe; Jørgen Tind 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 773 KB

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