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Efficient group cuts for integer programs
Authors:David E Bell
Institution:(1) Harvard University Boston, MA, USA
Abstract:Gomory's group relaxation for integer programs has been refined by column generation methods and dual ascent algorithms to identify a set of candidate solutions which are feasible in the relaxation but not necessarily so in the original integer program. Attempts at avoiding branch and bound procedures at this point have focussed on providing extra group constraints which eliminate all or most of the candidate solutions so that further ascent can take place. It will be shown that a single constraint usually of order 2 or 3, can eliminate all of the candidate solutions.
Keywords:Integer Programming  Column Generation  Group Theoretic Method  Lagrangian  Group Cuts  Generalized Linear Programming
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