Two row mixed-integer cuts via lifting

Recently, Andersen et al. [1], Borozan and Cornu´ejols [7] and Cornu´ejols and Margot [10] characterized extreme inequalities of a system of two rows with two free integer variables and nonnegative continuous variables. These inequalities are either split cuts or intersection cuts (Balas [3]) derived using maximal lattice-free convex sets. In order to use these inequalities to obtain cuts from two rows of a general simplex tableau, one approach is to extend the system to include all possible nonnegative integer variables (giving the two-row mixed integer infinite-group problem), and to develop lifting functions giving the coefficients of the integer variables in the corresponding inequalities. In this paper, we study the characteristics of these lifting functions. We begin by observing that functions giving valid coefficients for the nonnegative integer variables can be constructed by lifting a subset of the integer variables and then applying the fill-in procedure presented in Jo...

• Type: Journal
• Year: 2010
• Where: MP
• Authors: Santanu S. Dey, Laurence A. Wolsey
• Keywords: Integer, Integer Infinite-group Problem, Integer Variables, MP 2010