An algorithm for the separation of two-row cuts

Autor: Laurent Poirrier, Quentin Louveaux
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