Valid inequalities for mixed integer linear programs
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This tutorial presents a theory of valid inequalities for mixed integer linear sets. It introduces the necessary tools from polyhedral theory and gives a geometric understanding of several classical families of valid inequalities such as lift-and-project cuts, Gomory mixed integer cuts, mixed integer rounding cuts, split cuts and intersection cuts, and it reveals the relationships between these families. The tutorial also discusses computational aspects of generating the cuts and their strength.
KeywordsMixed integer linear program Lift-and-project Split cut Gomory cut Mixed integer rounding Elementary closure Polyhedra Union of polyhedra
Mathematics Subject Classification (2000)90C10 90C11 90C57
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