Sequential pairing of mixed integer inequalities

Authors:
Yongpei Guan;Shabbir Ahmed;George L. Nemhauser
Affiliations:
School of Industrial & Systems Engineering, Georgia Institute of Technology, Atlanta, GA;School of Industrial & Systems Engineering, Georgia Institute of Technology, Atlanta, GA;School of Industrial & Systems Engineering, Georgia Institute of Technology, Atlanta, GA
Venue:
IPCO'05 Proceedings of the 11th international conference on Integer Programming and Combinatorial Optimization
Year:
2005

Citing 4
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Abstract

We present a scheme for generating new valid inequalities for mixed integer programs by taking pair-wise combinations of existing valid inequalities. Our scheme is related to mixed integer rounding and mixing. The scheme is in general sequence-dependent and therefore leads to an exponential number of inequalities. For some important cases, we identify combination sequences that lead to a manageable set of non-dominated inequalities. We illustrate the framework for some deterministic and stochastic integer programs and we present computational results which show the efficiency of adding the new generated inequalities as cuts.