The (not so) trivial lifting in two dimensions.

Autor: Fukasawa, Ricardo, Poirrier, Laurent, Xavier, Álinson S.
Zdroj: Mathematical Programming Computation; Jun2019, Vol. 11 Issue 2, p211-235, 25p
Abstrakt: When generating cutting-planes for mixed-integer programs from multiple rows of the simplex tableau, the usual approach has been to relax the integrality of the non-basic variables, compute an intersection cut, then strengthen the cut coefficients corresponding to integral non-basic variables using the so-called trivial lifting procedure. Although of polynomial-time complexity in theory, this lifting procedure can be computationally costly in practice. For the case of two-row relaxations, we present a practical algorithm that computes trivial lifting coefficients in constant time, for arbitrary maximal lattice-free sets. Computational experiments confirm that the algorithm works well in practice. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index