Cover Inequalities for Binary-Integer Knapsack Constraints
Lejeune Miguel (mlejeuneandromeda.rutgers.edu)
Abstract: We consider knapsack constraints involving one general integer and many binary variables. We introduce the concept of a cover for such a constraint and we construct a new family of valid inequalities based on this concept. We generalize this idea to extended covers, and we propose a specialized lifting procedure for cover inequalities. Finally, we illustrate the efficiency of our approach on a large-scale real world supply chain optimization problem.
Keywords: Cover inequality, general integer variables, extended cover, lifting, supply chain management
Category 1: Integer Programming
Category 2: Integer Programming ((Mixed) Integer Linear Programming )
Citation: Submitted, Rutgers Technical Report.
Entry Submitted: 02/24/2004
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