An algorithm for the separation of two-row cuts
Autor: | Laurent Poirrier, Quentin Louveaux |
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Rok vydání: | 2012 |
Předmět: | |
Zdroj: | Mathematical Programming. 143:111-146 |
ISSN: | 1436-4646 0025-5610 |
DOI: | 10.1007/s10107-012-0597-9 |
Popis: | We consider the question of finding deep cuts from a model with two rows of the type $$P_I=\{(x,s)\in \mathbb{Z }^2\times \mathbb{R }^n_+ : x=f+Rs\}$$ . To do that, we show how to reduce the complexity of setting up the polar of $$\mathop {\mathrm{conv}}(P_I)$$ from a quadratic number of integer hull computations to a linear number of integer hull computations. Furthermore, we present an algorithm that avoids computing all integer hulls. A polynomial running time is not guaranteed but computational results show that the algorithm runs quickly in practice. |
Databáze: | OpenAIRE |
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