Reference : Lift-and-project inequalities
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Physical, chemical, mathematical & earth Sciences : Mathematics
http://hdl.handle.net/2268/38279
Lift-and-project inequalities
English
Louveaux, Quentin mailto [Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Optimisation discrète >]
2011
Wiley Encylopedia of Operations Research and Management Science
John Wiley & sons
[en] Mixed-integer programming ; cutting planes
[en] The lift-and-project technique is a systematic way to generate valid inequalities
for a mixed binary program. The technique is interesting both on the theoretical and
on the practical point of view. On the theoretical side it allows one to construct the
inequality description of the convex hull of all mixed-{0,1}
solutions of a binary MIP in n repeated applications of the technique, where
n is the number of binary variables.
On the practical side, a variant of the method allows one to derive some cutting planes
from the simplex tableau rather efficiently.
Researchers ; Professionals
http://hdl.handle.net/2268/38279
10.1002/9780470400531.eorms0463

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