IDEAS home Printed from https://ideas.repec.org/a/spr/jcomop/v4y2000i1d10.1023_a1009841107478.html
   My bibliography  Save this article

Sequence Independent Lifting in Mixed Integer Programming

Author

Listed:
  • Zonghao Gu

    (Georgia Institute of Technology)

  • George L. Nemhauser

    (Georgia Institute of Technology)

  • Martin W.P. Savelsbergh

    (Georgia Institute of Technology)

Abstract

We investigate lifting, i.e., the process of taking a valid inequality for a polyhedron and extending it to a valid inequality in a higher dimensional space. Lifting is usually applied sequentially, that is, variables in a set are lifted one after the other. This may be computationally unattractive since it involves the solution of an optimization problem to compute a lifting coefficient for each variable. To relieve this computational burden, we study sequence independent lifting, which only involves the solution of one optimization problem. We show that if a certain lifting function is superadditive, then the lifting coefficients are independent of the lifting sequence. We introduce the idea of valid superadditive lifting functions to obtain good aproximations to maximum lifting. We apply these results to strengthen Balas' lifting theorem for cover inequalities and to produce lifted flow cover inequalities for a single node flow problem.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:jcomop:v:4:y:2000:i:1:d:10.1023_a:1009841107478
    DOI: 10.1023/A:1009841107478
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1023/A:1009841107478
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.
    File URL: https://libkey.io/10.1023/A:1009841107478?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. MARCHAND, Hugues & WOLSEY, Laurence A., 1999. "The 0-1 Knapsack problem with a single continuous variable," LIDAM Reprints CORE 1390, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    2. 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).
    3. VAN ROY, Tony J. & WOLSEY, Laurence A., 1986. "Valid inequalities for mixed 0-1 programs," LIDAM Reprints CORE 697, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    4. 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.
    5. Laurence A. Wolsey, 1976. "Technical Note—Facets and Strong Valid Inequalities for Integer Programs," Operations Research, INFORMS, vol. 24(2), pages 367-372, April.
    6. Zonghao Gu & George L. Nemhauser & Martin W. P. Savelsbergh, 1999. "Lifted Cover Inequalities for 0-1 Integer Programs: Complexity," INFORMS Journal on Computing, INFORMS, vol. 11(1), pages 117-123, February.
    7. M. W. Padberg & T. J. Van Roy & L. A. Wolsey, 1985. "Valid Linear Inequalities for Fixed Charge Problems," Operations Research, INFORMS, vol. 33(4), pages 842-861, August.
    8. Padberg, M.W. & Van Roy, T.J. & Wolsey, L.A., 1985. "Valid linear inequalities for fixed charge problems," LIDAM Reprints CORE 656, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    9. Harlan Crowder & Ellis L. Johnson & Manfred Padberg, 1983. "Solving Large-Scale Zero-One Linear Programming Problems," Operations Research, INFORMS, vol. 31(5), pages 803-834, October.
    10. 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).
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Alper Atamtürk, 2004. "Sequence Independent Lifting for Mixed-Integer Programming," Operations Research, INFORMS, vol. 52(3), pages 487-490, June.
    2. Absi, Nabil & Kedad-Sidhoum, Safia, 2008. "The multi-item capacitated lot-sizing problem with setup times and shortage costs," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1351-1374, March.
    3. Kaparis, Konstantinos & Letchford, Adam N., 2008. "Local and global lifted cover inequalities for the 0-1 multidimensional knapsack problem," European Journal of Operational Research, Elsevier, vol. 186(1), pages 91-103, April.
    4. Gamvros, Ioannis & Raghavan, S., 2012. "Multi-period traffic routing in satellite networks," European Journal of Operational Research, Elsevier, vol. 219(3), pages 738-750.
    5. Ahmet B. Keha & Ismael R. de Farias & George L. Nemhauser, 2006. "A Branch-and-Cut Algorithm Without Binary Variables for Nonconvex Piecewise Linear Optimization," Operations Research, INFORMS, vol. 54(5), pages 847-858, October.
    6. Yang, Zhen & Chu, Feng & Chen, Haoxun, 2012. "A cut-and-solve based algorithm for the single-source capacitated facility location problem," European Journal of Operational Research, Elsevier, vol. 221(3), pages 521-532.
    7. Miller, Andrew J. & Nemhauser, George L. & Savelsbergh, Martin W. P., 2000. "On the capacitated lot-sizing and continuous 0-1 knapsack polyhedra," European Journal of Operational Research, Elsevier, vol. 125(2), pages 298-315, September.
    8. Santanu S. Dey & Jean-Philippe Richard, 2009. "Linear-Programming-Based Lifting and Its Application to Primal Cutting-Plane Algorithms," INFORMS Journal on Computing, INFORMS, vol. 21(1), pages 137-150, February.
    9. Xiaoyi Gu & Santanu S. Dey & Jean-Philippe P. Richard, 2024. "Solving Sparse Separable Bilinear Programs Using Lifted Bilinear Cover Inequalities," INFORMS Journal on Computing, INFORMS, vol. 36(3), pages 884-899, May.
    10. Agostinho Agra & Cristina Requejo & Eulália Santos, 2016. "Implicit cover inequalities," Journal of Combinatorial Optimization, Springer, vol. 31(3), pages 1111-1129, April.
    11. Alper Atamtürk & Muhong Zhang, 2008. "The Flow Set with Partial Order," Mathematics of Operations Research, INFORMS, vol. 33(3), pages 730-746, August.
    12. Yang, Zhen & Chen, Haoxun & Chu, Feng & Wang, Nengmin, 2019. "An effective hybrid approach to the two-stage capacitated facility location problem," European Journal of Operational Research, Elsevier, vol. 275(2), pages 467-480.
    13. Amar K. Narisetty & Jean-Philippe P. Richard & George L. Nemhauser, 2011. "Lifted Tableaux Inequalities for 0--1 Mixed-Integer Programs: A Computational Study," INFORMS Journal on Computing, INFORMS, vol. 23(3), pages 416-424, August.
    14. Yongjia Song & Siqian Shen, 2016. "Risk-Averse Shortest Path Interdiction," INFORMS Journal on Computing, INFORMS, vol. 28(3), pages 527-539, August.
    15. Atamturk, Alper & Munoz, Juan Carlos, 2002. "A Study of the Lot-Sizing Polytope," University of California Transportation Center, Working Papers qt6zz2g0z4, University of California Transportation Center.
    16. Detienne, Boris, 2014. "A mixed integer linear programming approach to minimize the number of late jobs with and without machine availability constraints," European Journal of Operational Research, Elsevier, vol. 235(3), pages 540-552.
    17. Shanshan Wang & Jinlin Li & Sanjay Mehrotra, 2021. "Chance-Constrained Multiple Bin Packing Problem with an Application to Operating Room Planning," INFORMS Journal on Computing, INFORMS, vol. 33(4), pages 1661-1677, October.
    18. Christopher Hojny & Tristan Gally & Oliver Habeck & Hendrik Lüthen & Frederic Matter & Marc E. Pfetsch & Andreas Schmitt, 2020. "Knapsack polytopes: a survey," Annals of Operations Research, Springer, vol. 292(1), pages 469-517, September.
    19. Yogesh Agarwal & Yash Aneja, 2012. "Fixed-Charge Transportation Problem: Facets of the Projection Polyhedron," Operations Research, INFORMS, vol. 60(3), pages 638-654, June.
    20. Lisa A. Miller & Yanjun Li & Jean‐Philippe P. Richard, 2008. "New inequalities for finite and infinite group problems from approximate lifting," Naval Research Logistics (NRL), John Wiley & Sons, vol. 55(2), pages 172-191, March.
    21. Dimitri J. Papageorgiou & Alejandro Toriello & George L. Nemhauser & Martin W. P. Savelsbergh, 2012. "Fixed-Charge Transportation with Product Blending," Transportation Science, INFORMS, vol. 46(2), pages 281-295, May.
    22. Michele Conforti & Gérard Cornuéjols & Giacomo Zambelli, 2011. "A Geometric Perspective on Lifting," Operations Research, INFORMS, vol. 59(3), pages 569-577, June.
    23. Atamturk, Alper & Munoz, Juan Carlos, 2002. "A Study of the Lot-Sizing Polytope," University of California Transportation Center, Working Papers qt9gx170tx, University of California Transportation Center.
    24. Yongjia Song & James R. Luedtke & Simge Küçükyavuz, 2014. "Chance-Constrained Binary Packing Problems," INFORMS Journal on Computing, INFORMS, vol. 26(4), pages 735-747, November.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Quentin Louveaux & Laurence Wolsey, 2007. "Lifting, superadditivity, mixed integer rounding and single node flow sets revisited," Annals of Operations Research, Springer, vol. 153(1), pages 47-77, September.
    2. Xiaoyi Gu & Santanu S. Dey & Jean-Philippe P. Richard, 2024. "Solving Sparse Separable Bilinear Programs Using Lifted Bilinear Cover Inequalities," INFORMS Journal on Computing, INFORMS, vol. 36(3), pages 884-899, May.
    3. Manfred Padberg, 2005. "Classical Cuts for Mixed-Integer Programming and Branch-and-Cut," Annals of Operations Research, Springer, vol. 139(1), pages 321-352, October.
    4. Amar K. Narisetty & Jean-Philippe P. Richard & George L. Nemhauser, 2011. "Lifted Tableaux Inequalities for 0--1 Mixed-Integer Programs: A Computational Study," INFORMS Journal on Computing, INFORMS, vol. 23(3), pages 416-424, August.
    5. Absi, Nabil & Kedad-Sidhoum, Safia, 2008. "The multi-item capacitated lot-sizing problem with setup times and shortage costs," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1351-1374, March.
    6. Diego Klabjan & George L. Nemhauser, 2002. "A Polyhedral Study of Integer Variable Upper Bounds," Mathematics of Operations Research, INFORMS, vol. 27(4), pages 711-739, November.
    7. Alper Atamtürk, 2004. "Sequence Independent Lifting for Mixed-Integer Programming," Operations Research, INFORMS, vol. 52(3), pages 487-490, June.
    8. Aardal, K.I. & van Hoesel, S., 1995. "Polyhedral Techniques in Combinatorial Optimization," Other publications TiSEM ed028a07-eb6a-4c8d-8f21-d, Tilburg University, School of Economics and Management.
    9. Ellis L. Johnson & George L. Nemhauser & Martin W.P. Savelsbergh, 2000. "Progress in Linear Programming-Based Algorithms for Integer Programming: An Exposition," INFORMS Journal on Computing, INFORMS, vol. 12(1), pages 2-23, February.
    10. Alper Atamtürk, 2005. "Cover and Pack Inequalities for (Mixed) Integer Programming," Annals of Operations Research, Springer, vol. 139(1), pages 21-38, October.
    11. Wei-Kun Chen & Liang Chen & Yu-Hong Dai, 2023. "Lifting for the integer knapsack cover polyhedron," Journal of Global Optimization, Springer, vol. 86(1), pages 205-249, May.
    12. Santanu S. Dey & Jean-Philippe Richard, 2009. "Linear-Programming-Based Lifting and Its Application to Primal Cutting-Plane Algorithms," INFORMS Journal on Computing, INFORMS, vol. 21(1), pages 137-150, February.
    13. Pasquale Avella & Maurizio Boccia & Igor Vasilyev, 2012. "Computational Testing of a Separation Procedure for the Knapsack Set with a Single Continuous Variable," INFORMS Journal on Computing, INFORMS, vol. 24(1), pages 165-171, February.
    14. Richard Laundy & Michael Perregaard & Gabriel Tavares & Horia Tipi & Alkis Vazacopoulos, 2009. "Solving Hard Mixed-Integer Programming Problems with Xpress-MP: A MIPLIB 2003 Case Study," INFORMS Journal on Computing, INFORMS, vol. 21(2), pages 304-313, May.
    15. Dimitri J. Papageorgiou & Alejandro Toriello & George L. Nemhauser & Martin W. P. Savelsbergh, 2012. "Fixed-Charge Transportation with Product Blending," Transportation Science, INFORMS, vol. 46(2), pages 281-295, May.
    16. Danial Davarnia & Jean-Philippe P. Richard & Ece Içyüz-Ay & Bijan Taslimi, 2019. "Network Models with Unsplittable Node Flows with Application to Unit Train Scheduling," Operations Research, INFORMS, vol. 67(4), pages 1053-1068, July.
    17. Mervat Chouman & Teodor Gabriel Crainic & Bernard Gendron, 2018. "The impact of filtering in a branch-and-cut algorithm for multicommodity capacitated fixed charge network design," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 6(2), pages 143-184, June.
    18. Wei-Kun Chen & Liang Chen & Mu-Ming Yang & Yu-Hong Dai, 2018. "Generalized coefficient strengthening cuts for mixed integer programming," Journal of Global Optimization, Springer, vol. 70(1), pages 289-306, January.
    19. Alper Atamtürk & Martin Savelsbergh, 2005. "Integer-Programming Software Systems," Annals of Operations Research, Springer, vol. 140(1), pages 67-124, November.
    20. Robert E. Bixby & Eva K. Lee, 1998. "Solving a Truck Dispatching Scheduling Problem Using Branch-and-Cut," Operations Research, INFORMS, vol. 46(3), pages 355-367, June.

    More about this item

    Keywords

    integer programming; lifting;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jcomop:v:4:y:2000:i:1:d:10.1023_a:1009841107478. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.