Abstract
We present a method, based on formulation symmetry, for generating Mixed-Integer Linear Programming (MILP) relaxations with fewer variables than the original symmetric MILP. Our technique also extends to convex MINLP, and some nonconvex MINLP with a special structure. We showcase the effectiveness of our relaxation when embedded in a decomposition method applied to two important applications (multi-activity shift scheduling and multiple knapsack problem), showing that it can improve CPU times by several orders of magnitude compared to pure MIP or CP approaches.
| Original language | English |
|---|---|
| Pages (from-to) | 109-123 |
| Number of pages | 15 |
| Journal | Discrete Applied Mathematics |
| Volume | 222 |
| DOIs | |
| Publication status | Published - 11 May 2017 |
Keywords
- Constraint programming
- Discrete optimization
- MINLP
- Mathematical programming
- Relaxation
- Symmetry