Spherical cuts for integer programming problems

Spherical cuts for integer programming problems

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Article ID: iaor20091390
Country: United Kingdom
Volume: 15
Issue: 3
Start Page Number: 283
End Page Number: 294
Publication Date: May 2008
Journal: International Transactions in Operational Research
Authors:
Abstract:

We introduce a new family of valid inequalities for general linear integer programming problems, based on the distance of the relaxed solution to the closest integral point. We show that these are valid cuts, establish some relations with Balas' intersection cuts, and show that a straightforward cutting plane algorithm derived from either spherical or intersection cuts will in general only converge if a suitable Gomory-type strengthening is put in place.

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