Cutting planes from a mixed integer Farkas lemma

Cutting planes from a mixed integer Farkas lemma

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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: ,
Keywords: Farkas lemma, cutting plane algorithms
Abstract:

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.

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