Lifted inequalities for 0–1 mixed integer programming: Basic theory and algorithms

Lifted inequalities for 0–1 mixed integer programming: Basic theory and algorithms

0.00 Avg rating0 Votes
Article ID: iaor20051102
Country: Germany
Volume: 98
Issue: 1/3
Start Page Number: 89
End Page Number: 113
Publication Date: Jan 2003
Journal: Mathematical Programming
Authors: , ,
Keywords: lot sizing
Abstract:

We study the polyhedral structure of simple mixed integer sets that generalize the two variable set {(s, z) ∈ ℝ1+ × ℤ1 : s ≥ z − b}. These sets form basic building blocks that can be used to derive tight formulations for more complicated mixed integer programs. For four such sets we give a complete description by valid inequalities and/or an integral extended formulation, and we also indicate what constraints can be added without destroying integrality. We apply these results to provide tight formulations for certain piecewise–linear convex objective integer programs, and in a companion paper we exploit them to provide polyhedral descriptions and computationally effective mixed integer programming formulations for discrete lot-sizing problems.

Reviews

Required fields are marked *. Your email address will not be published.