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Valid inequalities for mixed integer linear programs

2007; Springer Science+Business Media; Volume: 112; Issue: 1 Linguagem: Inglês

10.1007/s10107-006-0086-0

1436-4646

Gérard Cornuéjols,

Optimization and Packing Problems

This tutorial presents a theory of valid inequalities for mixed integer linear sets. It introduces the necessary tools from polyhedral theory and gives a geometric understanding of several classical families of valid inequalities such as lift-and-project cuts, Gomory mixed integer cuts, mixed integer rounding cuts, split cuts and intersection cuts, and it reveals the relationships between these families. The tutorial also discusses computational aspects of generating the cuts and their strength.