A note on splitting of variables in integer programming models

A note on splitting of variables in integer programming models

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Article ID: iaor20011029
Country: Netherlands
Volume: 122
Issue: 1
Start Page Number: 166
End Page Number: 172
Publication Date: Apr 2000
Journal: European Journal of Operational Research
Authors:
Keywords: knapsack problem
Abstract:

The splitting of variables in an integer programming model is a tool to obtain a more constrained (tighter) linear programming relaxation. A known general method for knapsack constraints, the partial network reformulation method, produces an equivalent set of constraints that has only integer solutions. We show how to modify this method to reduce substantially the number of split variables and in most cases, the number of disaggregated constraints. Further, the modified method can implicitly handle upper bounds on as well as fixed charges for at least two variables of the considered constraint.

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