Valid Inequalities Based on Simple Mixed-Integer Sets

In this paper we use facets of simple mixed-integer sets with three variables to derive a parametric family of valid inequalities for general mixed-integer sets. We call these inequalities two-step MIR inequalities as they can be derived by applying the simple mixed-integer rounding (MIR) principle of Wolsey (1998) twice. The two-step MIR inequalities define facets of the master cyclic group polyhedron of Gomory (1969). In addition, they dominate the strong fractional cuts of Letchford and Lodi (2002). 1 

• Type: Conference
• Year: 2004
• Where: IPCO
• Authors: Sanjeeb Dash, Oktay Günlük
• Keywords: Inequalities Two-step Mir, IPCO 2004, IPCO 2007, Mixed-integer Sets, Two-step Mir Inequalities