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Constrained Infinite Group Relaxations of MIPs

Santanu Dey (santanu.dey***at***uclouvain.be)
Laurence Wolsey (laurence.wolsey***at***uclouvain.be)

Abstract: Recently minimal and extreme inequalities for continuous group relaxations of general mixed integer sets have been characterized. In this paper, we consider a stronger relaxation of general mixed integer sets by allowing constraints, such as bounds, on the free integer variables in the continuous group relaxation. We generalize a number of results for the continuous infinite group relaxation to this stronger relaxation and characterize the extreme inequalities when there are two integer variables.

Keywords: Mixed Integer Programming, Cutting Planes, Group Relaxation

Category 1: Integer Programming

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

Category 3: Integer Programming (Cutting Plane Approaches )

Citation: To appear in SIAM journal on Optimization.

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Entry Submitted: 05/14/2009
Entry Accepted: 05/14/2009
Entry Last Modified: 07/30/2010

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