"Facet" separation with one linear program

被引:17
作者
Conforti, Michele [1 ]
Wolsey, Laurence A. [2 ]
机构
[1] Univ Padua, Dipartimento Matemat, Padua, Italy
[2] Catholic Univ Louvain, CORE, Louvain La Neuve, Belgium
关键词
Integer programming; Separation problem; Polyhedra; Extended formulations; Facets; Cutting plane algorithm; Split inequalities; LIFT-AND-PROJECT; INEQUALITIES;
D O I
10.1007/s10107-018-1299-8
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
Given polyhedron P and and a point x* the separation problem for polyhedra asks to certify that x* is an element of P and if not, to determine an inequality that is satisfied by P and violated by x*. This problem is repeatedly solved in cutting plane methods for Integer Programming and the quality of the violated inequality is an essential feature in the performance of such methods. In this paper we address the problem of finding efficiently an inequality that is violated by x and either defines an improper face or a facet of P. We show that, by solving a single linear program, one almost surely obtains such an improper face or facet.
引用
收藏
页码:361 / 380
页数:20
相关论文
共 27 条
[1]  
Andersen K, 2007, LECT NOTES COMPUT SC, V4513, P1
[2]  
[Anonymous], TRAVELING SALESMAN P
[3]   Disjunctive programming: Properties of the convex hull of feasible points [J].
Balas, E .
DISCRETE APPLIED MATHEMATICS, 1998, 89 (1-3) :3-44
[4]  
Balas E., 1979, Discrete Optimisation, P3
[5]   A precise correspondence between lift-and-project cuts, simple disjunctive cuts, and mixed integer gomory cuts for 0-1 programming [J].
Balas, E ;
Perregaard, M .
MATHEMATICAL PROGRAMMING, 2003, 94 (2-3) :221-245
[6]   Lift-and-project for mixed 0-1 programming: recent progress [J].
Balas, E ;
Perregaard, M .
DISCRETE APPLIED MATHEMATICS, 2002, 123 (1-3) :129-154
[7]   A LIFT-AND-PROJECT CUTTING PLANE ALGORITHM FOR MIXED 0-1 PROGRAMS [J].
BALAS, E ;
CERIA, S ;
CORNUEJOLS, G .
MATHEMATICAL PROGRAMMING, 1993, 58 (03) :295-324
[8]  
Ben-Tal A., 2015, LECT MODERN CONVEX O
[9]   Partitioning procedures for solving mixed-variables programming problems [J].
Benders, J. F. .
COMPUTATIONAL MANAGEMENT SCIENCE, 2005, 2 (01) :3-19
[10]  
Bonami P, 2003, THESIS