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Sequential Pairing of Mixed Integer Inequalities

机译:混合整数不等式的顺序配对

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摘要

We present a scheme for generating new valid inequalities for mixed integer programs By taking pair-wise combinations of existing valid inequalities. Our scheme is related to mixed integer rounding and mixing. The scheme is in general sequence-dependent and therefore leads to an exponential number of inequalities. For some important cases, we identify combination sequences that lead to a manageable set of non-dominated inequalities. We illustrate the framework for some deterministic and stochastic integer programs and we present computational results which show the efficiency of adding the new generated inequalities as cuts.
机译:我们通过考虑现有有效不等式的配对组合,提出了一种为混合整数计划生成新的有效不等式的方案。我们的方案与混合整数圆形和混合有关。该方案一般依赖于序列,因此导致指数不等式。对于一些重要的病例,我们识别导致易于非主导的不平等的组合序列。我们说明了一些确定性和随机整数程序的框架,我们呈现了计算结果,该计算结果显示了添加新生成的不平等的效率。

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