Abstract
Branch-and-Cut algorithms for general 0–1 mixed integer programs can be successfully implemented by using Lift-and-Project (L&P) methods to generate cuts. L&P cuts are drawn from a cone of valid inequalities that is unbounded and, thus, needs to be truncated, or “normalized”. We consider general normalizations defined by arbitrary closed convex sets and derive dual problems for generating L&P cuts. This unified theoretical framework generalizes and covers a wide group of already known normalizations. We also give conditions for proving finite convergence of the cutting plane procedure that results from using such general L&P cuts.
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Rey, P., Sagastizábal, C. Convex Normalizations in Lift-and-Project Methods for 0–1 Programming. Annals of Operations Research 116, 91–112 (2002). https://doi.org/10.1023/A:1021320028145
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DOI: https://doi.org/10.1023/A:1021320028145