Title
Approximating the Split Closure
Abstract
<P>The split closure has been proved in practice to be a very tight approximation of the integer hull formulation of a generic mixed-integer linear program. However, exact separation procedures for optimizing over the split closure have unacceptable computing times in practice; hence, many different heuristic strategies have been proposed in the last few years. In this paper we present a new overall framework for approximating the split closure that merges different ideas from the previous approaches. Computational results prove the effectiveness of the proposed procedure compared to the state of the art, showing that a good approximation of the split closure bound can be obtained with very reasonable computing times.</P>
Year
DOI
Venue
2013
10.1287/ijoc.1120.0543
INFORMS Journal on Computing
Keywords
Field
DocType
mixed-integer programming,split closure,computational result,different heuristic strategy,reasonable computing time,tight approximation,different idea,gomory cuts,exact separation procedure,good approximation,proposed procedure,unacceptable computing time,split cuts,mixed integer programming
Integer,Heuristic,Mathematical optimization,Integer programming,Linear programming,Hull,Mathematics
Journal
Volume
Issue
ISSN
25
4
1091-9856
Citations 
PageRank 
References 
3
0.39
25
Authors
2
Name
Order
Citations
PageRank
Matteo Fischetti12505260.53
Domenico Salvagnin228921.05