Unique lifting of integer variables in minimal inequalities

被引:14
|
作者
Basu, Amitabh [1 ]
Campelo, Manoel [2 ]
Conforti, Michele [3 ]
Cornuejols, Gerard [4 ]
Zambelli, Giacomo [5 ]
机构
[1] Univ Calif Davis, Dept Math, Davis, CA 95616 USA
[2] Univ Fed Ceara, Dept Estat & Matemat Aplicada, Fortaleza, Ceara, Brazil
[3] Univ Padua, Dipartimento Matemat Pura & Appl, I-35121 Padua, Italy
[4] Carnegie Mellon Univ, Tepper Sch Business, Pittsburgh, PA 15213 USA
[5] Univ London London Sch Econ & Polit Sci, London WC2A 2AE, England
基金
美国国家科学基金会;
关键词
Mixed integer linear programming; Minimal valid inequality; Lifting; PROGRAMS; CUTS;
D O I
10.1007/s10107-012-0560-9
中图分类号
TP31 [计算机软件];
学科分类号
081202 ; 0835 ;
摘要
This paper contributes to the theory of cutting planes for mixed integer linear programs (MILPs). Minimal valid inequalities are well understood for a relaxation of an MILP in tableau form where all the nonbasic variables are continuous; they are derived using the gauge function of maximal lattice-free convex sets. In this paper we study lifting functions for the nonbasic integer variables starting from such minimal valid inequalities. We characterize precisely when the lifted coefficient is equal to the coefficient of the corresponding continuous variable in every minimal lifting (This result first appeared in the proceedings of IPCO 2010). The answer is a nonconvex region that can be obtained as a finite union of convex polyhedra. We then establish a necessary and sufficient condition for the uniqueness of the lifting function.
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页码:561 / 576
页数:16
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