Valid inequalities for mixed 0-1 programs

Abstract

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

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@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} }