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Generalized coefficient strengthening cuts for mixed integer programming

文献类型：期刊论文

作者Chen, Wei-Kun; Chen, Liang; Yang, Mu-Ming; Dai, Yu-Hong
刊名JOURNAL OF GLOBAL OPTIMIZATION
出版日期2018
卷号70期号:1页码:289-306
关键词Mixed integer programming Cutting plane method Separation algorithm Coefficient strengthening
ISSN号0925-5001
DOI10.1007/s10898-017-0562-5
英文摘要Cutting plane methods are an important component in solving the mixed integer programming (MIP). By carefully studying the coefficient strengthening method, which is originally a presolving method, we are able to generalize this method to generate a family of valid inequalities called generalized coefficient strengthening (GCS) inequalities. The invariant property of the GCS inequalities is established under bound substitutions. Furthermore, we develop a separation algorithm for finding the violated GCS inequalities for a general mixed integer set. The separation algorithm is proved to have the polynomial time complexity. Extensive numerical experiments are made on standard MIP test sets, which demonstrate the usefulness of the resulting GCS separator.
资助项目Chinese Natural Science Foundation[11631013] ; Chinese Natural Science Foundation[71331001] ; Chinese Natural Science Foundation[11331012] ; National 973 Program of China[2015CB856002]
WOS研究方向Operations Research & Management Science ; Mathematics
语种英语
WOS记录号WOS:000419940800015
出版者SPRINGER
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/29307]  
专题计算数学与科学工程计算研究所
通讯作者Yang, Mu-Ming
作者单位Chinese Acad Sci, Acad Math & Syst Sci, Inst Computat Math & Sci Engn Comp, State Key Lab Sci & Engn Comp, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714		 Chen, Wei-Kun,Chen, Liang,Yang, Mu-Ming,et al. Generalized coefficient strengthening cuts for mixed integer programming[J]. JOURNAL OF GLOBAL OPTIMIZATION,2018,70(1):289-306.
APA Chen, Wei-Kun,Chen, Liang,Yang, Mu-Ming,&Dai, Yu-Hong.(2018).Generalized coefficient strengthening cuts for mixed integer programming.JOURNAL OF GLOBAL OPTIMIZATION,70(1),289-306.
MLA Chen, Wei-Kun,et al."Generalized coefficient strengthening cuts for mixed integer programming".JOURNAL OF GLOBAL OPTIMIZATION 70.1(2018):289-306.

入库方式： OAI收割

来源：数学与系统科学研究院

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