Aggregation and Mixed Integer Rounding to solve MIPs

Marchan, Hugues;Wolsey, Laurence
(2001) Operations research — Vol. 49, n° 3, p. 363-371 (2001)

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Authors
  • Marchan, Hugues
    Author
  • Wolsey, LaurenceUCLouvain
    Author
Abstract
A separation heuristic for mixed integer programs is presented that theoretically allows one to derive several families of "strong" valid inequalities for specific models and computationally gives results as good as or better than those obtained from several existing separation routines including flow cover and integer cover inequalities. The heuristic is based on aggregation of constraints of the original formulation and mixed integer rounding inequalities.
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Marchan, H., & Wolsey, L. (2001). Aggregation and Mixed Integer Rounding to solve MIPs. Operations research, 49(3), 363-371. https://doi.org/10.1287/opre.49.3.363.11211 (Original work published 2001)