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Sequence Independent Lifting for Mixed-Integer Programming

Author

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  • Alper Atamtürk

    (Department of Industrial Engineering and Operations Research, University of California at Berkeley, Berkeley, California 94720-1777)

Abstract

We show that superadditive lifting functions lead to sequence independent lifting of inequalities for general mixed-integer programming. As an application, we note that mixed-integer rounding (MIR) may be viewed as sequence independent lifting. Consequently, we obtain facet conditions for MIR inequalities for mixed-integer knapsacks.

Suggested Citation

  • Alper Atamtürk, 2004. "Sequence Independent Lifting for Mixed-Integer Programming," Operations Research, INFORMS, vol. 52(3), pages 487-490, June.
    • Handle: RePEc:inm:oropre:v:52:y:2004:i:3:p:487-490
    DOI: 10.1287/opre.1030.0099
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    References listed on IDEAS

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    1. WOLSEY, Laurence A., 1977. "Valid inequalities and superadditivity for 0-1 integer programs," LIDAM Reprints CORE 328, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. MARCHAND, Hugues & WOLSEY, Laurence A., 2001. "Aggregation and mixed integer rounding to solve mips," LIDAM Reprints CORE 1513, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    3. L. A. Wolsey, 1977. "Valid Inequalities and Superadditivity for 0--1 Integer Programs," Mathematics of Operations Research, INFORMS, vol. 2(1), pages 66-77, February.
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    5. Hugues Marchand & Laurence A. Wolsey, 2001. "Aggregation and Mixed Integer Rounding to Solve MIPs," Operations Research, INFORMS, vol. 49(3), pages 363-371, June.
    6. NEMHAUSER, George L. & WOLSEY, Laurence A., 1990. "A recursive procedure to generate all cuts for 0-1 mixed integer programs," LIDAM Reprints CORE 894, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    7. Zonghao Gu & George L. Nemhauser & Martin W.P. Savelsbergh, 2000. "Sequence Independent Lifting in Mixed Integer Programming," Journal of Combinatorial Optimization, Springer, vol. 4(1), pages 109-129, March.
    8. Gérard Cornuéjols & Yanjun Li & Dieter Vandenbussche, 2003. "K-Cuts: A Variation of Gomory Mixed Integer Cuts from the LP Tableau," INFORMS Journal on Computing, INFORMS, vol. 15(4), pages 385-396, November.
    9. WOLSEY, Laurence A., 1976. "Facets and strong valid inequalities for integer programs," LIDAM Reprints CORE 246, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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    Cited by:

    1. Alper Atamtürk, 2005. "Cover and Pack Inequalities for (Mixed) Integer Programming," Annals of Operations Research, Springer, vol. 139(1), pages 21-38, October.

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