Article ID: | iaor20052328 |
Country: | Netherlands |
Volume: | 26 |
Issue: | 3 |
Start Page Number: | 117 |
End Page Number: | 126 |
Publication Date: | Mar 2000 |
Journal: | Operations Research Letters |
Authors: | Dell Robert F., Brown Gerald G., Olson Michael P. |
Keywords: | duality |
We introduce new penalties, called valid integer polytope (VIP) penalties, that tighten the bound of an integer-linear program during branch-and-bound enumeration. Early commercial codes for branch and bound commonly employed penalties developed from the dual simplicial lower bound on the cost of restricting fractional integer variables to proximate integral values. VIP penalties extend and tighten these for ubiquitous