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Spherical cuts for integer programming problems

Research output: Contribution to journalArticlepeer-review

3 Citations (Scopus)

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 languageEnglish
Pages (from-to)283-294
Number of pages12
JournalInternational Transactions in Operational Research
Volume15
Issue number3
DOIs
Publication statusPublished - 1 Jan 2008

Keywords

  • Cutting plane algorithm
  • Integer programming
  • Intersection cuts
  • Valid cut

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