A class of multi-level balanced Foundation-Penalty cuts for mixed-integer programs. (22nd April 2008)

• Record Type: Journal Article
• Authors: Glover, Fred; Sherali, Hanif D.
• Is Part Of: International journal of computational science and engineering. Volume 3:Number 3(2007)
• Page Start: 203
• Page End: 210
• Publication Date: 2008-04-22
• Subjects: mixed-integer programming -- foundation-penalty cuts -- optimisation -- branch-and-bound penalty calculations -- disjunctive cuts -- lift-and-project cuts -- convexity cuts -- Gomory cuts -- mixed-integer rounding cuts; Computer science -- Mathematics -- Periodicals; Computer simulation -- Mathematical aspects -- Periodicals; Computational intelligence -- Periodicals; 004.015105
• Languages: English
• ISSNs: 1742-7185

Abstract

Glover and Sherali (2003) introduced a wide class of Foundation-Penalty (FP) cuts for GUB and ordinary mixed-integer programs. The FP cuts are easy to generate by exploiting routine branch-and-bound penalty calculations, and encompass other classical cuts such as disjunctive cuts, lift-and-project cuts, convexity cuts, Gomory cuts, and mixed-integer rounding cuts. Here we focus on two special classes of FP cuts, called balanced FP cuts and multi-level balanced FP cuts, and exhibit their relationship to special forms of disjunctive cuts. A numerical example illustrates the rich variety of cuts that can be generated.