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Sequential Pairing of Mixed Integer Inequalities

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Integer Programming and Combinatorial Optimization (IPCO 2005)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,volume 3509))

Abstract

We present a scheme for generating new valid inequalities for mixed integer programs by taking pair-wise combinations of existing valid inequalities. Our scheme is related to mixed integer rounding and mixing. The scheme is in general sequence-dependent and therefore leads to an exponential number of inequalities. For some important cases, we identify combination sequences that lead to a manageable set of non-dominated inequalities. We illustrate the framework for some deterministic and stochastic integer programs and we present computational results which show the efficiency of adding the new generated inequalities as cuts.

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References

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Author information

Authors and Affiliations

  1. School of Industrial & Systems Engineering, Georgia Institute of Technology, Atlanta, GA, USA

    Yongpei Guan, Shabbir Ahmed & George L. Nemhauser

Authors
  1. Yongpei Guan
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  2. Shabbir Ahmed
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  3. George L. Nemhauser
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Editor information

Editors and Affiliations

  1. Institut für Informatik, Universität zu Köln,  

    Michael Jünger

  2. Fakultät für Mathematik, Otto-von-Guericke Universität Magdeburg, Universitätsplatz 2, 39106, Magdeburg, Germany

    Volker Kaibel

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© 2005 Springer-Verlag Berlin Heidelberg

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Guan, Y., Ahmed, S., Nemhauser, G.L. (2005). Sequential Pairing of Mixed Integer Inequalities. In: Jünger, M., Kaibel, V. (eds) Integer Programming and Combinatorial Optimization. IPCO 2005. Lecture Notes in Computer Science, vol 3509. Springer, Berlin, Heidelberg. https://doi.org/10.1007/11496915_3

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  • DOI: https://doi.org/10.1007/11496915_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-540-26199-5

  • Online ISBN: 978-3-540-32102-6

  • eBook Packages: Computer ScienceComputer Science (R0)

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