Abstract
We introduce a new family of valid inequalities for general linear integer programming problems, based on the distance of the relaxed solution to the closest integral point. We show that these are valid cuts, establish some relations with Balas' intersection cuts, and show that a straightforward cutting plane algorithm derived from either spherical or intersection cuts will in general only converge if a suitable Gomory-type strengthening is put in place.
| Original language | English |
|---|---|
| Pages (from-to) | 283-294 |
| Number of pages | 12 |
| Journal | International Transactions in Operational Research |
| Volume | 15 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Jan 2008 |
Keywords
- Cutting plane algorithm
- Integer programming
- Intersection cuts
- Valid cut
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