Strengthening Cuts for Mixed Integer Programs.
CARNEGIE-MELLON UNIV PITTSBURGH PA MANAGEMENT SCIENCES RESEARCH GROUP
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The authors 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. The authors first state the general principle on which the method is based then the authors apply it to the class of cuts that can be obtained from disjunctive constraints. Finally, simple procedures are given for calculating the improved coefficients of cuts in this class, and illustrate them on numerical examples.
- Operations Research