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Mingling: Mixed-Integer Rounding with Bounds

Alper Atamturk (atamturk***at***berkeley.edu)
Oktay Gunluk (oktay***at***us.ibm.com)

Abstract: Mixed-integer rounding (MIR) is a simple, yet powerful procedure for generating valid inequalities for mixed-integer programs. When used as cutting planes, MIR inequalities are very effective for problems with unbounded integer variables. For problems with bounded integer variables, however, cutting planes based on lifting techniques appear to be more effective. This is not surprising as lifting techniques make explicit use of the bounds on variables, whereas the MIR procedure does not. In this paper we describe a simple procedure, which we call mingling, for incorporating variable bound information into mixed-integer rounding. By explicitly using the variable bounds, the mingling procedure leads to strong inequalities for mixed-integer sets with bounded variables. We show that facets of the mixed-integer knapsack sets derived earlier by superadditive lifting techniques are mingling inequalities. In particular, the mingling inequalities developed in this paper subsume the continuous cover and reverse continuous cover inequalities of Marchand and Wolsey as well as the continuous integer knapsack cover and pack inequalities of Atamturk. In addition, mingling inequalities give a generalization of the two-step MIR inequalities of Dash and Gunluk under some conditions.

Keywords: Cutting planes, mixed-integer rounding, superadditive lifting

Category 1: Integer Programming

Category 2: Integer Programming ((Mixed) Integer Linear Programming )

Citation: Forthcoming in Mathematical Programming. Check http://www.ieor.berkeley.edu/~atamturk/


Entry Submitted: 11/28/2007
Entry Accepted: 11/29/2007
Entry Last Modified: 05/21/2009

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