Title
Generalized coefficient strengthening cuts for mixed integer programming.
Abstract
Cutting plane methods are an important component in solving the mixed integer programming (MIP). By carefully studying the coefficient strengthening method, which is originally a presolving method, we are able to generalize this method to generate a family of valid inequalities called generalized coefficient strengthening (GCS) inequalities. The invariant property of the GCS inequalities is established under bound substitutions. Furthermore, we develop a separation algorithm for finding the violated GCS inequalities for a general mixed integer set. The separation algorithm is proved to have the polynomial time complexity. Extensive numerical experiments are made on standard MIP test sets, which demonstrate the usefulness of the resulting GCS separator.
Year
DOI
Venue
2018
https://doi.org/10.1007/s10898-017-0562-5
J. Global Optimization
Keywords
Field
DocType
Mixed integer programming,Cutting plane method,Separation algorithm,Coefficient strengthening
Integer,Discrete mathematics,Cutting-plane method,Polynomial time complexity,Mathematical optimization,Integer programming,Separation algorithm,Invariant (mathematics),Mathematics
Journal
Volume
Issue
ISSN
70
1
0925-5001
Citations 
PageRank 
References 
0
0.34
9
Authors
4
Name
Order
Citations
PageRank
Wei-Kun Chen121.08
liang chen24024.38
Mu-Ming Yang362.82
Yu-Hong Dai4107978.67