Exploiting nested inequalities and surrogate constraints

Exploiting nested inequalities and surrogate constraints

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Article ID: iaor2009546
Country: Netherlands
Volume: 179
Issue: 1
Start Page Number: 50
End Page Number: 63
Publication Date: May 2007
Journal: European Journal of Operational Research
Authors: ,
Keywords: programming: integer
Abstract:

The exploitation of nested inequalities and surrogate constraints as originally proposed by Glover has been specialized to multidimensional knapsack problems by Osorio et al. We show how this specialized exploitation can be strengthened to give better results. This outcome results by a series of observations based on surrogate constraint duality and properties of nested inequalities.

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