Reference : Sparse Two-Row Cuts and an Algorithm for the Separation Problem
Scientific congresses and symposiums : Unpublished conference/Abstract
Engineering, computing & technology : Computer science
Sparse Two-Row Cuts and an Algorithm for the Separation Problem
Louveaux, Quentin mailto [Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Système et modélisation : Optimisation discrète >]
Mixed Integer Programming workshop
July 2010
[en] Mixed-integer programming ; Cutting planes
[en] We propose a systematic way to generate sparse cuts from multiple rows of the simplex tableau. We also discuss the question of separation for a multi-row model. To this end, we consideer the polar system allowing to generate valid inequalities. In order to avoid generating the large number of constraints of the polar, we consider a reduced version of it that we dynamically extend. Checking the validity of an inequality is done geometrically. Computational results showing the efficiency of the algorithm are presented. This is a joint work with Laurent Poirrier.

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