Aggregation and Mixed Integer Rounding to Solve MIPs.

A separation heuristic for mixed integer programs is presented that theoretically allows one to derive several families of " strong" valid inequalities for specific models and compuationally gives results as good as or better than those obtained from several existing separation routines including flow cover inequalities. The heuristic is based on aggregation of constraints of the original formulation and mixed integer rounding inequalities.

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Year of publication:	1998
Authors:	Marchand, H. ; Wolsey, L.A.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	MATHEMATICAL MODELS \| ECONOMETRIC MODELS \| MODELS \| COMPUTER PROGRAMMING LANGUAGES CENTER FOR OPERATIONS RESEARCH AND ECONOMETRICS (C.O.R.E.) \| LOUVAIN-LA-NEUVE BELGIQUE. 18p

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Series:	Papers.
Type of publication:	Book / Working Paper
Classification:	C4 - Econometric and Statistical Methods: Special Topics ; C6 - Mathematical Methods and Programming ; C63 - Computational Techniques ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005634004