An optimality cut for mixed integer linear programs

被引:0
|
作者
Laporte, G [1 ]
Semet, F [1 ]
机构
[1] Univ Montreal, Ctr Rech Transports, Montreal, PQ H3C 3J7, Canada
基金
加拿大自然科学与工程研究理事会;
关键词
integer programming; optimality cut; penalty cut; Gomory cut;
D O I
10.1016/S0377-2217(98)00357-9
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
We derive the penalty cut, a simple optimality cut of general applicability in pure or mixed linear programs. This cut is tested on a number of examples and comparisons with the classical Gomory cut are provided, (C) 1999 Elsevier Science B.V. All rights reserved.
引用
收藏
页码:671 / 677
页数:7
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