Sequential-Merge Facets for Two-Dimensional Group Problems

摘要

In this paper, we show how to generate strong cuts for unstructured mixed integer programs through the study of high-dimensional group problems. We present a new operation that generates facet-defining inequalities for two-dimensional group problems by combining two facet-defining inequalities of one-dimensional group problems. Because the procedure allows the use of a large variety of one-dimensional constituent inequalities, it yields large families of new cutting planes for MIPs that we call sequential-merge inequalities. We show that sequential-merge inequalities can be used to generate inequalities whose continuous variable coefficients are stronger than those of one-dimensional cuts and can be used to derive the three-gradient facet-defining inequality introduced by Dey and Richard [4].