USING SEPARATION ALGORITHMS TO GENERATE MIXED INTEGER MODEL REFORMULATIONS

被引:108
作者
MARTIN, RK
机构
[1] Graduate School of Business, University of Chicago, Chicago, IL 60637
关键词
INTEGER PROGRAMMING MODELS; CUTTING PLANE ALGORITHMS; MODEL REFORMULATION;
D O I
10.1016/0167-6377(91)90028-N
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
The linear relaxation of mixed integer programming models can be strengthened by introducing auxiliary variables. We develop a new method for generating auxiliary variable reformulations for problems where the separation algorithm for finding violated cuts can be formulated as a linear program. Our results have important consequences for integrality proofs and efficient formulations.
引用
收藏
页码:119 / 128
页数:10
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