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Aggregation and mixed integer rounding to solve MIPs

Author

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  • MARCHAND , Hugues

    (Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium)

  • WOLSEY, Laurence A.

    (Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium)

Abstract

A separation heuristic for mixed integer programs is presented that theoretically allows one to derive several families of "strong" valid inequalities for specific models and computationally gives results as good as or better than those obtained from several existing separation routines including flow cover and integer cover inequalities. The heuristic is based on aggregation of constraints of the original formulation and mixed integer rounding inequalities.

Suggested Citation

  • MARCHAND , Hugues & WOLSEY, Laurence A., 1998. "Aggregation and mixed integer rounding to solve MIPs," LIDAM Discussion Papers CORE 1998039, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvco:1998039
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    File URL: https://sites.uclouvain.be/core/publications/coredp/coredp1998.html
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