Foundation-penalty cuts for mixed-integer programs

被引：7
|
作者：
Glover, F [1 ]
Sherali, HD
机构：
[1] Univ Colorado, Leeds Sch Business, Boulder, CO 80309 USA
[2] Virginia Polytech Inst & State Univ, Dept Ind & Syst Engn 0188, Blacksburg, VA 24061 USA
来源：
OPERATIONS RESEARCH LETTERS | 2003年 / 31卷 / 04期
基金：
美国国家科学基金会;
关键词：
mixed-integer programming; cutting planes; B& B penalties;
D O I：
10.1016/S0167-6377(03)00014-2
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 propose a new class of foundation-penalty (FP) cuts for MIPs that are easy to generate by exploiting routine penalty calculations. Their underlying concept generalizes the lifting process and provides derivations of major classical cuts. (Gomory cuts arise from low level FP cuts by simply 'plugging in' standard penalties.) (C) 2003 Elsevier Science B.V. All rights reserved.
引用
收藏
页码：245 / 253
页数：9
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