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Convex Normalizations in Lift-and-Project Methods for 0--1 Programming.

Authors :
Rey, Pablo
Sagastizábal, Claudia A.
Source :
Annals of Operations Research; Oct2002, Vol. 116 Issue 1-4, p91-112, 22p
Publication Year :
2002

Abstract

Branch-and-Cut algorithms for general 0-1 mixed integer programs can be successfully implemented by using Lift-and-Project (L&P) methods to generate cuts. L&P cuts are drawn from a cone of valid inequalities that is unbounded and, thus, needs to be truncated, or "normalized". We consider general normalizations defined by arbitrary closed convex sets and derive dual problems for generating L&P cuts. This unified theoretical framework generalizes and covers a wide group of already known normalizations. We also give conditions for proving finite convergence of the cutting plane procedure that results from using such general L&P cuts. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
02545330
Volume :
116
Issue :
1-4
Database :
Complementary Index
Journal :
Annals of Operations Research
Publication Type :
Academic Journal
Accession number :
9964409
Full Text :
https://doi.org/10.1023/A:1021320028145