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Technical Note—On Intersection Cuts in Interval Integer Linear Programming

Author

Listed:
  • A. Charnes

    (University of Texas, Austin, Texas)

  • Daniel Granot

    (Simon Fraser University, Burnaby, British Columbia)

  • Frieda Granot

    (University of British Columbia, Vancouver, British Columbia)

Abstract

In this note we use the concept of intersection cut, introduced by Balas for integer programming problems, to develop a cutting-plane algorithm for solving integer interval linear programming problems. The idea is to apply the cutting-plane algorithm directly on the interval problem without transforming the problem into an equivalent standard integer problem. Such a transformation would significantly increase the effective size of the problem.

Suggested Citation

  • A. Charnes & Daniel Granot & Frieda Granot, 1977. "Technical Note—On Intersection Cuts in Interval Integer Linear Programming," Operations Research, INFORMS, vol. 25(2), pages 352-355, April.
    • Handle: RePEc:inm:oropre:v:25:y:1977:i:2:p:352-355
    DOI: 10.1287/opre.25.2.352
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