Composite lifting of group inequalities and an application to two-row mixing inequalities

Authors:
Santanu S. Dey;Laurence A. Wolsey
Affiliations:
ISyE, Georgia Institute of Technology, 765 Ferst Drive NW, Atlanta, GA 30332-0205, United States;CORE and INMA, Université catholique de Louvain, Louvain-la-Neuve, 1348, Belgium
Venue:
Discrete Optimization
Year:
2010

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Abstract

Given a valid inequality for the mixed integer infinite group relaxation, a composite lifting approach that combines sequential lifting and the use of a fill-in function is proposed that can be used to strengthen this inequality. Properties of this composite lifting such as bounds on the solution of the lifting problem and some necessary conditions for the lifted inequality to be minimal for the mixed integer infinite group relaxation are presented. Finally, this composite lifting approach is used to generate a strengthened version of the two-row mixing inequality that provides a new class of extreme inequalities for the two-row mixed integer infinite group relaxation.