Article ID: | iaor20043327 |
Country: | Netherlands |
Volume: | 32 |
Issue: | 3 |
Start Page Number: | 207 |
End Page Number: | 211 |
Publication Date: | May 2004 |
Journal: | Operations Research Letters |
Authors: | Weismantel Robert, Kppe Matthias |
Keywords: | Farkas lemma, cutting plane algorithms |
We present a mixed integer version of the lattice analogue of the Farkas lemma. It gives rise to a family of mixed-integer rounding cuts for mixed integer programs, which depend on the choice of a lattice basis. By choosing a Lovász-reduced basis, one can hope to generate numerically advantageous cutting planes.