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

摘要

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].