Foundation-penalty cuts for mixed-integer programs

Authors:
Fred Glover;Hanif D. Sherali
Affiliations:
Leeds School of Business, University of Colorado, Boulder, CO 80309-0419, USA;Grado Department of Industrial and Systems Engineering (0118), Virginia Polytechnic Institute and State University, Blacksburg, VA 24061, USA
Venue:
Operations Research Letters
Year:
2003

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Abstract

We propose a new class of foundation-penalty (FP) cuts for MIPs that are easy to generate by exploiting routine penalty calculations. Their underlying concept generalizes the lifting process and provides derivations of major classical cuts. (Gomory cuts arise from low level FP cuts by simply 'plugging in' standard penalties.)