Decomposition and Dynamic Cut Generation in Integer Linear Programming
نویسندگان
چکیده
منابع مشابه
Decomposition and Dynamic Cut Generation in Integer Linear Programming
Decomposition algorithms such as Lagrangian relaxation and Dantzig-Wolfe decomposition are well-known methods that can be used to generate bounds for mixed-integer linear programming problems. Traditionally, these methods have been viewed as distinct from polyhedral methods, in which bounds are obtained by dynamically generating valid inequalities to strengthen a linear programming relaxation. ...
متن کاملDecomposition and Dynamic Cut Generation in Integer Programming
Decomposition algorithms such as Lagrangian relaxation and Dantzig-Wolfe decomposition are well-known methods that can be used to develop bounds for integer programming problems. We draw connections between these classical approaches and techniques based on generating strong valid inequalities. We also discuss several methods for incorporating dynamic cut generation into traditional decompositi...
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Decomposition algorithms such as Lagrangian relaxation and Dantzig-Wolfe decomposition are well-known methods that can be used to compute bounds for integer programming problems. We discuss a framework for integrating dynamic cut generation with traditional decomposition methods in order to obtain improved bounds and present a new paradigm for separation called decompose and cut. The methods we...
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Both cutting plane methods and traditional decomposition methods are procedures that compute a bound on the optimal value of an integer linear program (ILP) by constructing an approximation to the convex hull of feasible solutions. This approximation is obtained by intersecting the polyhedron associated with the continuous relaxation, which has an explicit representation, with an implicitly def...
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ژورنال
عنوان ژورنال: Mathematical Programming
سال: 2005
ISSN: 0025-5610,1436-4646
DOI: 10.1007/s10107-005-0606-3