Strengthening Lattice-free Cuts Using Non-negativity

In recent years there has been growing interest in generating valid inequalities for mixed-integer programs using sets with 2 or more constraints. In particular, Andersen (2007) and Borozan and Cornuéjols (2007) study sets de ned by equations that contain exactly one integer variable per row. The integer variables are not restricted in sign. Cutting planes based on this approach have already been used by Espinoza [12] for general mixed-integer problems and there is also ongoing computational research in this area.

In this paper, we restrict the model studied in the earlier papers and require the integer variables to be non-negative. We extend the results in Andersen (2007) and Borozan and Cornuéjols (2007) to our case and show that cuts generated by their approach can be strengthened by using the non-negativity of the integer variables. In particular, it is possible to obtain cuts which have negative coecients for some variables.

By: Ricardo Fukasawa, Oktay Günlük

Published in: RC24798 in 2009


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