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Valid inequalities based on simple mixed-integer sets

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Abstract

In this paper we use facets of simple mixed-integer sets with three variables to derive a parametric family of valid inequalities for general mixed-integer sets. We call these inequalities two-step MIR inequalities as they can be derived by applying the simple mixed-integer rounding (MIR) principle of Wolsey (1998) twice. The two-step MIR inequalities define facets of the master cyclic group polyhedron of Gomory (1969). In addition, they dominate the strong fractional cuts of Letchford and Lodi (2002).

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Correspondence to Sanjeeb Dash.

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Dash, S., Günlük, O. Valid inequalities based on simple mixed-integer sets. Math. Program. 105, 29–53 (2006). https://doi.org/10.1007/s10107-005-0599-y

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  • DOI: https://doi.org/10.1007/s10107-005-0599-y

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