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Improving the LP bound of a MILP by dual concurrent branching and the relationship to cut generation methods

H. Georg Büsching (lpbuesching***at***googlemail.com)

Abstract: In this paper branching for attacking MILP is investigated. Under certain circumstances branches can be done concurrently. By introducing a new calculus it is shown there are restrictions for certain dual values and reduced costs. As a second unexpected result of this study a new class of cuts for MILP is found, which are defined by those values. This class is a superclass of all other classes of cuts. Furthermore the restrictions of the dual values and the reduced costs can be used for studying the addition of arbitraries inequalities.

Keywords: MILP branching cuts

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

Category 2: Integer Programming (Cutting Plane Approaches )

Citation: 03.2011

Download: [PDF]

Entry Submitted: 03/13/2011
Entry Accepted: 03/13/2011
Entry Last Modified: 04/13/2011

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