A disjunctive cutting plane procedure for general mixed-integer linear programs

被引：0

作者：

Jonathan H. Owen

Sanjay Mehrotra

机构：

[1] GM R&D Center,

[2] Mail Code 480-106-359,undefined

[3] 30500 Mound Road,undefined

[4] Warren,undefined

[5] MI 48090-9055,undefined

[6] USA,undefined

[7] e-mail: jonathan.owen@gm.com,undefined

[8] Department of Industrial Engineering and Management Sciences,undefined

[9] Robert R. McCormick School of Engineering,undefined

[10] Northwestern University,undefined

[11] Evanston,undefined

[12] Illinois 60208,undefined

[13] USA,undefined

[14] e-mail: mehrotra@iems.nwu.edu,undefined

来源：

Mathematical Programming | 2001年 / 89卷

关键词：

Key words: mixed integer programming; Mathematics Subject Classification (1991): 90C10, 90C11;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

In this paper we develop a cutting plane algorithm for solving mixed-integer linear programs with general-integer variables. A novel feature of the algorithm is that it generates inequalities at all γ-optimal vertices of the LP-relaxation at each iteration. The cutting planes generated in the procedure are found by considering a natural generalization of the 0-1 disjunction used by Balas, Ceria, and Cornuéjols in the context of solving binary mixed-integer linear programs [3, 4].

引用

页码：437 / 448

页数：11

共 50 条

[31] Learning To Scale Mixed-Integer Programs
Berthold, Timo
Hendel, Gregor
THIRTY-FIFTH AAAI CONFERENCE ON ARTIFICIAL INTELLIGENCE, THIRTY-THIRD CONFERENCE ON INNOVATIVE APPLICATIONS OF ARTIFICIAL INTELLIGENCE AND THE ELEVENTH SYMPOSIUM ON EDUCATIONAL ADVANCES IN ARTIFICIAL INTELLIGENCE, 2021, 35 : 3661 - 3668
[32] On Mixed-Integer Random Convex Programs
Calafiore, Giuseppe C.
Lyons, Daniel
Fagiano, Lorenzo
2012 IEEE 51ST ANNUAL CONFERENCE ON DECISION AND CONTROL (CDC), 2012, : 3508 - 3513
[33] Parametric problems of PROLP - Application to solution of mixed-integer linear programs
Shimizu, Y
KAGAKU KOGAKU RONBUNSHU, 1996, 22 (05) : 1046 - 1054
[34] Parametric problems of PROLP - Application to solution of mixed-integer linear programs
Research Reactor Institute, Kyoto University, Sennan-gun
590-04, Japan
Kagaku Kogaku Ronbunshu, 5 (1046-1054):
[35] A METHOD FOR DECOMPOSING MIXED-INTEGER LINEAR-PROGRAMS WITH STAIRCASE STRUCTURE
SANNOMIYA, N
OKAMOTO, K
INTERNATIONAL JOURNAL OF SYSTEMS SCIENCE, 1985, 16 (01) : 99 - 111
[36] Using diversification, communication and parallelism to solve mixed-integer linear programs
Carvajal, R.
Ahmed, S.
Nemhauser, G.
Furman, K.
Goel, V.
Shao, Y.
OPERATIONS RESEARCH LETTERS, 2014, 42 (02) : 186 - 189
[37] Review of Mixed-Integer Nonlinear and Generalized Disjunctive Programming Methods
Trespalacios, Francisco
Grossmann, Ignacio E.
CHEMIE INGENIEUR TECHNIK, 2014, 86 (07) : 991 - 1012
[38] A Hybrid Multiple Populations Evolutionary Algorithm for Two-Stage Stochastic Mixed-Integer Disjunctive Programs
Tometzki, Thomas
Engell, Sebastian
2009 IEEE CONGRESS ON EVOLUTIONARY COMPUTATION, VOLS 1-5, 2009, : 1784 - 1790
[39] Cutting plane versus compact formulations for uncertain (integer) linear programs
Fischetti M.
Monaci M.
Mathematical Programming Computation, 2012, 4 (3) : 239 - 273
[40] Cutting planes for mixed-integer knapsack polyhedra
Yan, XQ
Boyd, EA
MATHEMATICAL PROGRAMMING, 1998, 81 (02) : 257 - 262

← 1 2 3 4 5 →