| Article ID: | iaor20003745 |
| Country: | Netherlands |
| Volume: | 119 |
| Issue: | 3 |
| Start Page Number: | 671 |
| End Page Number: | 677 |
| Publication Date: | Dec 1999 |
| Journal: | European Journal of Operational Research |
| Authors: | Laporte Gilbert, Semet Frdric |
We derive the penalty cut, a simple optimality cut of general applicability in pure or mixed linear programs. This cut is tested on a number of examples and comparisons with the classical Gomory cut are provided.