A disjunctive cutting plane procedure for general mixed-integer linear programs

被引：0
|
作者：
Jonathan H. Owen
Sanjay Mehrotra
机构：
[1] GM R&D Center,
[2] Mail Code 480-106-359,undefined
[3] 30500 Mound Road,undefined
[4] Warren,undefined
[5] MI 48090-9055,undefined
[6] USA,undefined
[7] e-mail: jonathan.owen@gm.com,undefined
[8] Department of Industrial Engineering and Management Sciences,undefined
[9] Robert R. McCormick School of Engineering,undefined
[10] Northwestern University,undefined
[11] Evanston,undefined
[12] Illinois 60208,undefined
[13] USA,undefined
[14] e-mail: mehrotra@iems.nwu.edu,undefined
来源：
Mathematical Programming | 2001年 / 89卷
关键词：
Key words: mixed integer programming; Mathematics Subject Classification (1991): 90C10, 90C11;
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摘要：
In this paper we develop a cutting plane algorithm for solving mixed-integer linear programs with general-integer variables. A novel feature of the algorithm is that it generates inequalities at all γ-optimal vertices of the LP-relaxation at each iteration. The cutting planes generated in the procedure are found by considering a natural generalization of the 0-1 disjunction used by Balas, Ceria, and Cornuéjols in the context of solving binary mixed-integer linear programs [3, 4].
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页码：437 / 448
页数：11
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