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Higher-level RLT or disjunctive cuts based on a partial enumeration strategy for 0-1 mixed-integer programs
Authors:Hanif D Sherali  J Cole Smith
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
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.
Keywords:
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