A simplex-based algorithm for 0-1 mixed integer programming

  • Authors:
  • Jean-Philippe P. Richard;Ismael R. de Farias;George L. Nemhauser

  • Affiliations:
  • School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta GA;Center for Operations Research and Econometrics, 34 Voie du Roman Pays, 1348, Louvain-La-Neuve, Belgium;School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta GA

  • Venue:
  • Combinatorial optimization - Eureka, you shrink!
  • Year:
  • 2003

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Abstract

We present a finitely convergent cutting plane algorithm for 0-1 mixed integer programming. The algorithm is a hybrid between a strong cutting plane and a Gomory-type algorithm that generates violated facet-defining inequalities of a relaxation of the simplex tableau and uses them as cuts for the original problem. We show that the cuts can be computed in polynomial time and can be embedded in a finitely convergent algorithm.