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: | Liberti Leo |
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.