Practical strategies for generating rank-1 split cuts in mixed-integer linear programming
نویسندگان
چکیده
منابع مشابه
Practical strategies for generating rank-1 split cuts in mixed-integer linear programming
In this paper we propose practical strategies for generating split cuts, by considering integer linear combinations of the rows of the optimal simplex tableau, and deriving the corresponding Gomory mixed-integer cuts; potentially, we can generate a huge number of cuts. A key idea is to select subsets of variables, and cut deeply in the space of these variables. We show that variables with small...
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ژورنال
عنوان ژورنال: Mathematical Programming Computation
سال: 2011
ISSN: 1867-2949,1867-2957
DOI: 10.1007/s12532-011-0028-6