Surrogate-RLT cuts for zero–one integer programs

Junsang Yuh, Youngho Lee

Research output: Contribution to journalArticle

Abstract

In this paper, we consider the class of 0–1 integer problems and develop an effective cutting plane algorithm that gives valid inequalities called surrogate-RLT cuts (SR cuts). Here we implement the surrogate constraint analysis along with the reformulation–linearization technique (RLT) to generate strong valid inequalities. In this approach, we construct a tighter linear relaxation by augmenting SR cuts to the problem. The level-(Formula presented.) SR closure of a 0–1 integer program is the polyhedron obtained by intersecting all the SR cuts obtained from RLT polyhedron formed over each set of (Formula presented.) variables with its initial formulation. We present an algorithm for approximately optimizing over the SR closure. Finally, we present the computational result of SR cuts for solving 0–1 integer programming problems of well-known benchmark instances from MIPLIB 3.0.

Original languageEnglish
JournalJournal of Global Optimization
DOIs
Publication statusAccepted/In press - 2015 Apr 3

Keywords

  • Cutting plane
  • Integer programming
  • Partial convexification cuts
  • Reformulation–linearization technique
  • Surrogate constraint analysis
  • Surrogate-RLT cuts

ASJC Scopus subject areas

  • Computer Science Applications
  • Control and Optimization
  • Applied Mathematics
  • Management Science and Operations Research

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