Strengthening cuts for mixed integer programs |
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Authors: | Egon Balas Robert G. Jeroslow |
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Affiliation: | Carnegie-Mellon University, Graduate School of Industrial Administration, Schenley Park, Pittsburgh, PA 15213, U.S.A.;College of Industrial Management, Georgia Institute of Technology, Atlanta, GA 30332, U.S.A. |
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Abstract: | We give a method for strengthening cutting planes for pure and mixed integer programs. The method improves the coefficients of the integer-constrained variables, while leaving unchanged those of the continuous variables. We first state the general principle on which the method is based; then apply it to the class of cuts that can be obtained from disjunctive constraints. Finally, we give simple procedures for calculating the improved coefficients of cats in this class, and illustrate them on a numerical example. |
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