Higher-level RLT or disjunctive cuts based on a partial enumeration strategy for 0-1 mixed-integer programs |
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Authors: | Hanif D Sherali J Cole Smith |
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Institution: | 1. Grado Department of Industrial and Systems Engineering (0118), Virginia Polytechnic Institute and State University, Blacksburg, VA, 24061, USA 2. Department of Industrial and Systems Engineering, University of Florida, Gainesville, FL, 32611, USA
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Abstract: | In this paper, we consider the generation of disjunctive cuts for 0-1 mixed-integer programs by conducting a partial exploration
of the branch-and-bound tree using quick Lagrangian primal and dual updates. We analyze alternative cut generation strategies
based on formulating different disjunctions and adopting various choices of normalization techniques, and indicate how these
inequalities can also be generated using a projection from a related high-order lifted formulation obtained via the Reformulation-Linearization
Technique of Sherali and Adams. We conclude by presenting a brief computational study that motivates the potential benefits
of this procedure. |
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