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A disjunctive cutting plane procedure for general mixed-integer linear programs

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Abstract.

In this paper we develop a cutting plane algorithm for solving mixed-integer linear programs with general-integer variables. A novel feature of the algorithm is that it generates inequalities at all γ-optimal vertices of the LP-relaxation at each iteration. The cutting planes generated in the procedure are found by considering a natural generalization of the 0-1 disjunction used by Balas, Ceria, and Cornuéjols in the context of solving binary mixed-integer linear programs [3, 4].

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Authors and Affiliations

  1. GM R&D Center, Mail Code 480-106-359, 30500 Mound Road, Warren, MI 48090-9055, USA, e-mail: jonathan.owen@gm.com, , , , , , US

    Jonathan H. Owen

  2. Department of Industrial Engineering and Management Sciences, Robert R. McCormick School of Engineering, Northwestern University, Evanston, Illinois 60208, USA, e-mail: mehrotra@iems.nwu.edu, , , , , , US

    Sanjay Mehrotra

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  1. Jonathan H. Owen
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  2. Sanjay Mehrotra
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Received: January 1999 / Accepted: March 2000¶Published online December 15, 2000

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Owen, J., Mehrotra, S. A disjunctive cutting plane procedure for general mixed-integer linear programs. Math. Program. 89, 437–448 (2001). https://doi.org/10.1007/PL00011407

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  • DOI: https://doi.org/10.1007/PL00011407

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