Lifting group inequalities and an application to mixing inequalities
Given a valid inequality for the mixed integer infinite group relaxation, a lifting based approach is presented that can be used to strengthen this inequality. Bounds on the solution of the corresponding lifting problem and some necessary conditions for the lifted inequality to be minimal for the mixed integer infinite group relaxation are presented. Finally, these results are applied to generate a strengthened version of the mixing inequality that provides a new class of extreme inequalities for the two-row mixed integer infinite group relaxation.
Year of publication: |
2009-07-01
|
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Authors: | DEY, Santanu S. ; WOLSEY, Laurence A. |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | mixed integer programs | mixing inequalities | infinite group relaxations |
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