AG 1, AG 2, AG 3, AG 4   Info

Expert Audience

90 Minutes

Saarbrücken

In the seventhies, Balas introduced intersection cuts for a Mixed Integer Linear Program (MILP), and showed that these cuts can be obtained by a closed form formula from a basis of the standard linear programming relaxation. In the same paper, Balas demonstrated that the well-known mixed integer Gomory cuts can be viewed as intersection cuts. In the early ninethies, Cook, Kannan and Schrijver introduced the split closure of an MILP, and showed that the split closure is a polyhedron. It was showed recently that the split closure can be obtained using only intersection cuts. We use this fact, and the fact that mixed integer Gomory cuts are split cuts to improve the performance of mixed integer Gomory cuts. Mixed integer Gomory cuts are an integral part of state-of-the-art solvers for MILP problems. Any improvement in the performance of these cuts is therefore of great practical value.

Ellen Fries

502

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