Valid inequalities for mixed 0-1 programs


l ; ~ x ; ~ l . l j , j ~ . M I , I]yj<-xj<-u~yj, j~M2, yje {o, 1}, jeM2UM3. where x~, yj are variables, aj, bj, d, l], u~ are constants, and M1, M2, M3 are sets (M2 • p t / ~ t and M3 need not be disjoint)• The constraints xj_ u.i, xj_ ujyi are called simple and variable (VUB) upper bound constraints respectively, and lower bound constraints are defined similarly. The interest o f such a region is that it represents any row in a mixed 0-1 problem, along with all the variable and simple lower and upper bound constraints on the variables.

DOI: 10.1016/0166-218X(86)90061-2

1 Figure or Table


Citations per Year

104 Citations

Semantic Scholar estimates that this publication has 104 citations based on the available data.

See our FAQ for additional information.

Cite this paper

@article{Roy1986ValidIF, title={Valid inequalities for mixed 0-1 programs}, author={Tony J. Van Roy and Laurence A. Wolsey}, journal={Discrete Applied Mathematics}, year={1986}, volume={14}, pages={199-213} }