Article ID: | iaor19992609 |
Country: | Netherlands |
Volume: | 81 |
Issue: | 2 |
Start Page Number: | 201 |
End Page Number: | 214 |
Publication Date: | Apr 1998 |
Journal: | Mathematical Programming |
Authors: | Wolsey Laurence A., Ceria Sebastin, Cordier Ccile, Marchand Hugues |
We investigate the use of cutting planes for integer programs with general integer variables. We show how cutting planes arising from knapsack inequalities can be generated and lifted as in the case of 0–1 variables. We also explore the use of Gomory's mixed-integer cuts. We address both theoretical and computational issues and show how to embed these cutting planes in a branch-and-bound framework. We compare results obtained by using our cut generation routines in two existing systems with a commercially available branch-and-bound code on a range of test problems arising from practical applications.