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Sebastián Ceria Cécile Cordier Hugues Marchand Laurence A. Wolsey 《Mathematical Programming》1998,81(2):201-214
We investigate the use of cutting planes for integer programs with general integer variables. We show how cutting planes arising from knapsack inequalities can be generated and lifted as in the case of 0–1 variables. We also explore the use of Gomory's mixed-integer cuts. We address both theoretical and computational issues and show how to embed these cutting planes in a branch-and-bound framework. We compare results obtained by using our cut generation routines in two existing systems with a commercially available branch-and-bound code on a range of test problems arising from practical applications. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Corresponding author.This research was partly performed when the author was affiliated with CORE, Université Catholique de Louvain. 相似文献
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Designs, Codes and Cryptography - Linear error-correcting codes can be used for constructing secret sharing schemes; however, finding in general the access structures of these secret sharing... 相似文献
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We present a new Lagrangian-based heuristic for solving large-scale set-covering problems arising from crew-scheduling at the Italian Railways (Ferrovie dello Stato). Our heuristic obtained impressive results when compared to state-of-the-art codes on a test-bed provided by the company, which includes instances with sizes ranging from 50,000 variables and 500 constraints to 1,000,000 variables and 5000 constraints. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Corresponding author.This research was performed while the author was affiliated with IASI, CNR and Dipartimento di Informatica e Sistemistica, Università di Roma, La Sapienza, Italy.This research was partially supported by National Research Program Metodi di Ottimizzazione per le Decisioni, MURST, Roma, Italy. 相似文献
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Given a finite number of closed convex sets whose algebraic representation is known, we study the problem of finding the minimum
of a convex function on the closure of the convex hull of the union of those sets. We derive an algebraic characterization
of the feasible region in a higher-dimensional space and propose a solution procedure akin to the interior-point approach
for convex programming.
Received November 27, 1996 / Revised version received June 11, 1999?Published online November 9, 1999 相似文献
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We propose a cutting plane algorithm for mixed 0–1 programs based on a family of polyhedra which strengthen the usual LP relaxation. We show how to generate a facet of a polyhedron in this family which is most violated by the current fractional point. This cut is found through the solution of a linear program that has about twice the size of the usual LP relaxation. A lifting step is used to reduce the size of the LP's needed to generate the cuts. An additional strengthening step suggested by Balas and Jeroslow is then applied. We report our computational experience with a preliminary version of the algorithm. This approach is related to the work of Balas on disjunctive programming, the matrix cone relaxations of Lovász and Schrijver and the hierarchy of relaxations of Sherali and Adams.The research underlying this report was supported by National Science Foundation Grant #DDM-8901495 and Office of Naval Research Contract N00014-85-K-0198. 相似文献
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Sebastián Ceria 《Mathematical Programming》2003,98(1-3):309-317
We analyze the application of lift-and-project to the clique relaxation of the stable set polytope. We characterize all the inequalities that can be generated through the application of the lift-and-project procedure, introduce the concept of 1-perfection and prove its equivalence to minimal imperfection. This characterization of inequalities and minimal imperfection leads to a generalization of the Perfect Graph Theorem of Lovász, as proved by Aguilera, Escalante and Nasini [1].Mathematics Subject Classification:05C17, 90C57 相似文献
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