Higher‐level RLT or disjunctive cuts based on a partial enumeration strategy for 0‐1 mixed‐integer programs

Higher‐level RLT or disjunctive cuts based on a partial enumeration strategy for 0‐1 mixed‐integer programs

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Article ID: iaor2012329
Volume: 6
Issue: 1
Start Page Number: 127
End Page Number: 139
Publication Date: Jan 2012
Journal: Optimization Letters
Authors: ,
Keywords: optimization, programming: branch and bound
Abstract:

In this paper, we consider the generation of disjunctive cuts for 0‐1 mixed‐integer programs by conducting a partial exploration of the branch‐and‐bound tree using quick Lagrangian primal and dual updates. We analyze alternative cut generation strategies based on formulating different disjunctions and adopting various choices of normalization techniques, and indicate how these inequalities can also be generated using a projection from a related high‐order lifted formulation obtained via the Reformulation‐Linearization Technique of Sherali and Adams. We conclude by presenting a brief computational study that motivates the potential benefits of this procedure.

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