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Convex Normalizations in Lift-and-Project Methods for 0–1 Programming

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  • Pablo Rey
  • Claudia Sagastizábal

Abstract

Branch-and-Cut algorithms for general 0–1 mixed integer programs can be successfully implemented by using Lift-and-Project (L&P) methods to generate cuts. L&P cuts are drawn from a cone of valid inequalities that is unbounded and, thus, needs to be truncated, or “normalized”. We consider general normalizations defined by arbitrary closed convex sets and derive dual problems for generating L&P cuts. This unified theoretical framework generalizes and covers a wide group of already known normalizations. We also give conditions for proving finite convergence of the cutting plane procedure that results from using such general L&P cuts. Copyright Kluwer Academic Publishers 2002

Suggested Citation

  • Pablo Rey & Claudia Sagastizábal, 2002. "Convex Normalizations in Lift-and-Project Methods for 0–1 Programming," Annals of Operations Research, Springer, vol. 116(1), pages 91-112, October.
    • Handle: RePEc:spr:annopr:v:116:y:2002:i:1:p:91-112:10.1023/a:1021320028145
    DOI: 10.1023/A:1021320028145
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