Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs

@article{Dey2018AnalysisOS,
  title={Analysis of Sparse Cutting Planes for Sparse MILPs with Applications to Stochastic MILPs},
  author={Santanu S. Dey and Marco Molinaro and Qianyi Wang},
  journal={Math. Oper. Res.},
  year={2018},
  volume={43},
  pages={304-332}
}
In this paper, we present an analysis of the strength of sparse cutting-planes for mixed integer linear programs (MILP) with sparse formulations. We examine three kinds of problems: packing problems, covering problems, and more general MILPs with the only assumption that the objective function is non-negative. Given a MILP instance of one of these three types, assume that we decide on the support of cutting-planes to be used and the strongest inequalities on these supports are added to the… CONTINUE READING