TITLE

Surrogate-RLT cuts for zero-one integer programs

AUTHOR(S)
Yuh, Junsang; Lee, Youngho
PUB. DATE
October 2016
SOURCE
Journal of Global Optimization;Oct2016, Vol. 66 Issue 2, p173
SOURCE TYPE
Academic Journal
DOC. TYPE
Article
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- $$d$$ 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 $$d$$ 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.
ACCESSION #
118060528

 

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