Valid inequalities for MIPs and group polyhedra from approximate liftings

  • Authors:

  • Jean-Philippe P. Richard;Yanjun Li;Lisa A. Miller

  • Affiliations:

  • Purdue University, School of Industrial Engineering, 315 N. Grant Street, 47907-2023, West Lafayette, IN, USA;Purdue University, Krannert School of Management, 403 W. State Street, 47907-2056, West Lafayette, IN, USA;University of Minnesota, Department of Mechanical Engineering, 111 Church Street S.E., 55455, Minneapolis, MN, USA

  • Venue:
  • Mathematical Programming: Series A and B
  • Year:
  • 2009

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Abstract

In this paper, we present an approximate lifting scheme to derive valid inequalities for general mixed integer programs and for the group problem. This scheme uses superadditive functions as the building block of integer and continuous lifting procedures. It yields a simple derivation of new and known families of cuts that correspond to extreme inequalities for group problems. This new approximate lifting approach is constructive and potentially efficient in computation.