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Lifting, superadditivity, mixed integer rounding and single node flow sets revisited

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Abstract

In this survey we attempt to give a unified presentation of a variety of results on the lifting of valid inequalities, as well as a standard procedure combining mixed integer rounding with lifting for the development of strong valid inequalities for knapsack and single node flow sets. Our hope is that the latter can be used in practice to generate cutting planes for mixed integer programs.

The survey contains essentially two parts. In the first we present lifting in a very general way, emphasizing superadditive lifting which allows one to lift simultaneously different sets of variables. In the second, our procedure for generating strong valid inequalities consists of reduction to a knapsack set with a single continuous variable, construction of a mixed integer rounding inequality, and superadditive lifting. It is applied to several generalizations of the 0–1 single node flow set.

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Author notes

  1. Laurence A. Wolsey

    Present address: CORE, Voie du Roman Pays, 1348, Louvain-la-Neuve, Belgium

Authors and Affiliations

  1. CORE and INMA, Université Catholique de Louvain, Louvain-la-Neuve, Belgium

    Quentin Louveaux & Laurence A. Wolsey

Authors
  1. Quentin Louveaux
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  2. Laurence A. Wolsey
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Correspondence to Laurence A. Wolsey.

Additional information

This paper appeared in 4OR, 1, 173–208 (2003).

The first author is supported by the FNRS as a chercheur qualifié. This paper presents research results of the Belgian Program on Interuniversity Poles of Attraction initiated by the Belgian State, Prime Minister’s Office, Science Policy Programming. The scientific responsibility is assumed by the authors.

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Louveaux, Q., Wolsey, L.A. Lifting, superadditivity, mixed integer rounding and single node flow sets revisited. Ann Oper Res 153, 47–77 (2007). https://doi.org/10.1007/s10479-007-0171-7

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  • DOI: https://doi.org/10.1007/s10479-007-0171-7

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