Article ID: | iaor20083372 |
Country: | Netherlands |
Volume: | 153 |
Issue: | 1 |
Start Page Number: | 47 |
End Page Number: | 77 |
Publication Date: | Sep 2007 |
Journal: | Annals of Operations Research |
Authors: | Wolsey Laurence A., Louveaux Quentin |
Keywords: | programming: integer |
In this survey we attempt to give a unified presentation of a variety of results on the lifting of valid inequalities, as well as a standard procedure combining mixed integer rounding with lifting for the development of strong valid inequalities for knapsack and single node flow sets. Our hope is that the latter can be used in practice to generate cutting planes for mixed integer programs. The survey contains essentially two parts. In the first we present lifting in a very general way, emphasizing superadditive lifting which allows one to lift simultaneously different sets of variables. In the second, our procedure for generating strong valid inequalities consists of reduction to a knapsack set with a single continuous variable, construction of a mixed integer rounding inequality, and superadditive lifting. It is applied to several generalizations of the 0–1 single node flow set.