| Article ID: | iaor2002439 |
| Country: | Germany |
| Volume: | 89 |
| Issue: | 3 |
| Start Page Number: | 437 |
| End Page Number: | 448 |
| Publication Date: | Jan 2001 |
| Journal: | Mathematical Programming |
| Authors: | Mehrotra S., Owen J.H. |
| Keywords: | cutting plane algorithms |
In this paper we develop a cutting plane algorithm for solving mixed-integer linear programs with general-integer variables. A novel feature of the algorithm is that it generates inequalities at all γ-optimal vertices of the LP-relaxation at each iteration. The cutting planes generated in the procedure are found by considering a natural generalization of the 0–1 disjunction used by Balas, Ceria, and Cornuéjols in the context of solving binary mixed-integer linear programs.