On the facet defining inequalities of the mixed-integer bilinear covering set

被引:0
|
作者
Rahman, Hamidur [1 ]
Mahajan, Ashutosh [1 ]
机构
[1] Indian Inst Technol, Ind Engn & Operat Res, Mumbai 400076, Maharashtra, India
关键词
Mixed-integer programming; Global optimization; Convex hull; Disjunctive cut; Split cut; Split-rank; CUTS; ALGORITHM; NUMBER;
D O I
10.1007/s00186-020-00723-9
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We study the facet defining inequalities of the convex hull of a mixed-integer bilinear covering arising in trim-loss (or cutting stock) problem under the framework of disjunctive cuts. We show that all of them can be derived using a disjunctive procedure. Some of these are split cuts of rank one for a convex mixed-integer relaxation of the covering set, while others have rank at least two. For certain linear objective functions, the rank-one split cuts are shown to be sufficient for finding the optimal value over the convex hull of the covering set. A relaxation of the trim-loss problem has this property, and our computational results show that these rank-one inequalities find the lower bound quickly.
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页码:545 / 575
页数:31
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