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On the facet defining inequalities of the mixed-integer bilinear covering set

Author

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  • Hamidur Rahman

    (Indian Institute of Technology Bombay)

  • Ashutosh Mahajan

    (Indian Institute of Technology Bombay)

Abstract

We study the facet defining inequalities of the convex hull of a mixed-integer bilinear covering arising in trim-loss (or cutting stock) problem under the framework of disjunctive cuts. We show that all of them can be derived using a disjunctive procedure. Some of these are split cuts of rank one for a convex mixed-integer relaxation of the covering set, while others have rank at least two. For certain linear objective functions, the rank-one split cuts are shown to be sufficient for finding the optimal value over the convex hull of the covering set. A relaxation of the trim-loss problem has this property, and our computational results show that these rank-one inequalities find the lower bound quickly.

Suggested Citation

  • Hamidur Rahman & Ashutosh Mahajan, 2020. "On the facet defining inequalities of the mixed-integer bilinear covering set," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 92(3), pages 545-575, December.
    • Handle: RePEc:spr:mathme:v:92:y:2020:i:3:d:10.1007_s00186-020-00723-9
    DOI: 10.1007/s00186-020-00723-9
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    References listed on IDEAS

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    1. Hamidur Rahman & Ashutosh Mahajan, 2019. "Facets of a mixed-integer bilinear covering set with bounds on variables," Journal of Global Optimization, Springer, vol. 74(3), pages 417-442, July.
    2. Harjunkoski, Iiro & Westerlund, Tapio & Porn, Ray & Skrifvars, Hans, 1998. "Different transformations for solving non-convex trim-loss problems by MINLP," European Journal of Operational Research, Elsevier, vol. 105(3), pages 594-603, March.
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    4. Gau, T. & Wascher, G., 1995. "CUTGEN1: A problem generator for the standard one-dimensional cutting stock problem," European Journal of Operational Research, Elsevier, vol. 84(3), pages 572-579, August.
    5. Umetani, Shunji & Yagiura, Mutsunori & Ibaraki, Toshihide, 2003. "One-dimensional cutting stock problem to minimize the number of different patterns," European Journal of Operational Research, Elsevier, vol. 146(2), pages 388-402, April.
    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. François Vanderbeck, 2000. "Exact Algorithm for Minimising the Number of Setups in the One-Dimensional Cutting Stock Problem," Operations Research, INFORMS, vol. 48(6), pages 915-926, December.
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