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Lifting Group Inequalities and an Application to Mixing Inequalities

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

Abstract: Given a valid inequality for the mixed integer infinite group relaxation, a lifting based approach is presented that can be used to strengthen this inequality. Bounds on the solution of the corresponding lifting problem and some necessary conditions for the lifted inequality to be minimal for the mixed integer infinite group relaxation are presented. Finally, these results are applied to generate a strengthened version of the mixing inequality that provides a new class of extreme inequalities for the two-row mixed integer infinite group relaxation.

Keywords: Mixed Integer Programs, Mixing Inequalities, Infinite Group Relaxations

Category 1: Integer Programming ((Mixed) Integer Linear Programming )

Category 2: Integer Programming (Cutting Plane Approaches )

Citation: To appear in Discrete Optimization

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Entry Submitted: 06/19/2009
Entry Accepted: 06/19/2009
Entry Last Modified: 06/15/2010

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