Lifting, tilting and fractional programming revisited

  • Authors:
  • Daniel Espinoza;Ricardo Fukasawa;Marcos Goycoolea

  • Affiliations:
  • Departamento de Ingeniería Industrial, Universidad de Chile, Chile;Department of Combinatorics and Optimization, University of Waterloo, Canada;School of Business, Universidad Adolfo Ibañez, Diagonal Las Torres 2640, Office 534C, Penanolen, Santiago 7941169, Chile

  • Venue:
  • Operations Research Letters
  • Year:
  • 2010

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Abstract

Lifting, tilting and fractional programming, though seemingly different, reduce to a common optimization problem. This connection allows us to revisit key properties of these three problems on mixed integer linear sets. We introduce a simple common framework for these problems, and extend known results from each to the other two.