Tuesday, 16:15 - 16:40 h, Room: H 2013

 

Felipe Serrano
Some computational experiments with multi-row cuts.

Coauthor: Daniel Espinoza

 

Abstract:
We consider a general mixed integer problem (MIP). The topic we address is to derive cuts by combining two or more rows of the optimal simplex tableau of the linear relaxation of the MIP.
A framework will be presented that allows to generate multi-row cuts using different relaxations over the main set possibly including bounds on the variables.
Specifically, in this talk we present a numerical approach that allows to look into more complex relaxations than those previously considered in the literature. We propose an approximation scheme that may prove useful for practical implementations of multi-row cuts. Also, we incorporate a simple way to take advantage of the integrality of non basic variables.

 

Talk 3 of the invited session Tue.3.H 2013
"Advances in mixed integer programming" [...]
Cluster 11
"Integer & mixed-integer programming" [...]

 

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