A disjunctive cutting plane procedure for general mixed-integer linear programs |
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| Authors: | Jonathan H Owen Sanjay Mehrotra |
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| Institution: | (1) GM R&D Center, Mail Code 480-106-359, 30500 Mound Road, Warren, MI 48090-9055, USA, e-mail: jonathan.owen@gm.com, US;(2) Department of Industrial Engineering and Management Sciences, Robert R. McCormick School of Engineering, Northwestern University, Evanston, Illinois 60208, USA, e-mail: mehrotra@iems.nwu.edu, US |
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| Abstract: | In this paper we develop a cutting plane algorithm for solving mixed-integer linear programs with general-integer variables.
A novel feature of the algorithm is that it generates inequalities at all γ-optimal vertices of the LP-relaxation at each
iteration. The cutting planes generated in the procedure are found by considering a natural generalization of the 0-1 disjunction
used by Balas, Ceria, and Cornuéjols in the context of solving binary mixed-integer linear programs 3, 4].
Received: January 1999 / Accepted: March 2000?Published online December 15, 2000 |
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| Keywords: | : mixed integer programming |
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