Classical cuts for mixed-integer programming and branch-and-cut

Classical cuts for mixed-integer programming and branch-and-cut

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Article ID: iaor2006993
Country: Netherlands
Volume: 139
Issue: 1
Start Page Number: 321
End Page Number: 352
Publication Date: Oct 2005
Journal: Annals of Operations Research
Authors:
Keywords: cutting plane algorithms
Abstract:

We review classical valid linear inequalities for mixed-integer programming, i.e., Gomory's fractional and mixed-integer cuts, and discuss their use in branch-and-cut. In particular, a generalization of the recent mixed-integer rounding (MIR) inequality and a sufficient condition for the global validity of classical cuts after branching has occurred are derived.

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