on the exact separation of mixed integer knapsack cuts during the last decades much research has been conducted on deriving classes of valid inequalities for mixed integer knapsack sets which we call knapsack cuts bixby et al the sharpest cut the impact of manfred padberg and his work mps siam series on optimization pp 309 326 2004 empirically observe that within the context of branch and cut algorithms to solve mixed integer programming problems the most important inequalities are knapsack cuts derived by the mixed integer rounding mir procedure in this work we analyze this empirical observation by developing an algorithm to separate over the convex hull of a mixed integer knapsack set the main feature of this algorithm is a specialized subroutine for optimizing over a mixed integer knapsack set which exploits dominance relationships the exact separation of knapsack cuts allows us to establish natural benchmarks by which to evaluate specific classes of them using these benchmarks on miplib 3 0 and miplib 2003 instances we analyze the performance of mir inequalities our computations which are performed in exact arithmetic are surprising in the vast majority of the instances in which knapsack cuts yield bound improvements mir cuts alone achieve over 87 of the observed gain

aggregation and mixed integer rounding to solve mips in this paper we discuss the use of mixed integer rounding mir inequalities to solve mixed integer programs mir inequalities are essentially gomory mixed integer cuts however as we wish to use problem structure we insist that mir inequalities be generated from constraints or simple aggregations of constraints of the original problem this idea is motivated by the observation that several strong valid inequalities based on specific problem structure can be derived as mir inequalities here we present and test a separation routine for such mir inequalities that includes a heuristic row aggregation procedure to generate a single knapsack plus continuous variables constraint complementation of variables and finally the generation of an mir inequality inserted in a branch and cut system the results suggest that such a routine is a useful additional tool for tackling a variety of mixed integer programming problems

capacitated facility location separation algorithms and computational experience we consider the polyhedral approach to solving the capacitated facility location problem the valid inequalities considered are the knapsack cover flow cover effective capacity single depot and combinatorial inequalities the flow cover effective capacity and single depot inequalities form subfamilies of the general family of submodular inequalities the separation problem based on the family of submodular inequalities is np hard in general for the well known subclass of flow cover inequalities however we show that if the client set is fixed and if all capacities are equal then the separation problem can be solved in polynomial time for the flow cover inequalities based on an arbitrary client set and general capacities and for the effective capacity and single depot inequalities we develop separation heuristics an important part of these heuristics is based on the result that two specific conditions are necessary for the effective cover inequalities to be facet defining the way these results are stated indicates precisely how structures that violate the two conditions can be modified to produce stronger inequalities the family of combinatorial inequalities was originally developed for the uncapacitated facility location problem but is also valid for the capacitated problem no computational experience using the combinatorial inequalities has been reported so far here we suggest how partial output from the heuristic identifying violated submodular inequalities can be used as input to a heuristic identifying violated combinatorial inequalities we report on computational results from solving 60 medium size problems

facets and algorithms for capacitated lot sizing the dynamic economic lot sizing model which lies at the core of numerous production planning applications is one of the most highly studied models in all of operations research and yet capacitated multi item versions of this problem remain computationally elusive we study the polyhedral structure of an integer programming formulation of a single item capacitated version of this problem and use these results to develop solution methods for multi item applications in particular we introduce a set of valid inequalities for the problem and show that they define facets of the underlying integer programming polyhedron computational results on several single and multiple product examples show that these inequalities can be used quite effectively to develop an efficient cutting plane branch and bound procedure moreover our results show that in many instances adding certain of these inequalities a priori to the problem formulation and avoiding the generation of cutting planes can be equally effective

on the separation of disjunctive cuts disjunctive cuts for mixed integer linear programs mips were introduced by egon balas in the late 1970s and have been successfully exploited in practice since the late 1990s in this paper we investigate the main ingredients of a disjunctive cut separation procedure and analyze their impact on the quality of the root node bound for a set of instances taken from miplib library we compare alternative normalization conditions and try to better understand their role in particular we point out that constraints that become redundant because of the disjunction used can produce over weak cuts and analyze this property with respect to the normalization used finally we introduce a new normalization condition and analyze its theoretical properties and computational behavior along the way we make use of a number of small numerical examples to illustrate some basic and often misinterpreted disjunctive programming features

cut generation through binarization for a mixed integer linear program where all integer variables are bounded we study a reformulation introduced by roy that maps general integer variables to a collection of binary variables we study theoretical properties and empirical strength of rank 2 simple split cuts of the reformulation we show that for a pure integer problem with two integer variables these cuts are sufficient to obtain the integer hull of the problem but that this does not generalize to problems in higher dimensions we also give an algorithm to compute an approximation of the rank 2 simple split cut closure we report empirical results on 22 benchmark instances showing that the bounds obtained compare favorably with those obtained with other approximate methods to compute the split closure or lattice free cut closure it gives a better bound than the split closure on 6 instances while it is weaker on 9 instances for an average gap closed 3 8 smaller than the one for the split closure

lp extreme points and cuts for the fixed charge network design problem many design decisions in transporation communication and manufacturing planning can be modeled as problems of routing multiple commodities between various origin and destination nodes of a directed network each arc of the network is uncapacitated and carries a fixed charge as well as a cost per unit of flow we refer to the general problem of selecting a subset of arcs and routing the required multi commodity flows along the chosen arcs at a minimum total cost as the fixed charge network design problem this paper focuses on strenghthening the linear programming relaxation of a path flow formulation for this problem the considerable success achieved by researchers in solving many related design problems with algorithms that use strong linear programming based lower bounds motivates this study we first develop a convenient characterization of fractional extreme points for the network design linear programming relaxation an auxiliary graph introduced for this characterization also serves to generate two families of cuts that exclude some fractional solutions without eliminating any feasible integer solutions we discuss a separation procedure for one class of inequalities and demonstrate that many of our results generalize known properties of the plant location problem

critical cutsets of graphs and canonical facets of set packing polytopes a cutset in a graph g with node set n is the set of edges joining the nodes in a subset of n to those not in the subset we call a cutset critical if its removal produces a graph whose independence number is greater than that of g we use the concept of a critical cutset to give first a necessary then a sufficient condition for an inequality with 0 1 coefficients to be a facet of the set packing polytope defined by g

on largeness and multiplicity of the first eigenvalue of finite area hyperbolic surfaces we apply topological methods to study the smallest non zero number lambda 1 in the spectrum of the laplacian on finite area hyperbolic surfaces for closed hyperbolic surfaces of genus two we show that the set s in mathcal m 2 lambda 1 s frac 1 4 is unbounded and disconnects the moduli space mathcal m 2 using this for genus g ge 3 we show the existence of eigenbranches that start as lambda 1 and eventually becomes frac 1 4

valid inequalities for mixed integer linear programs this tutorial presents a theory of valid inequalities for mixed integer linear sets it introduces the necessary tools from polyhedral theory and gives a geometric understanding of several classical families of valid inequalities such as lift and project cuts gomory mixed integer cuts mixed integer rounding cuts split cuts and intersection cuts and it reveals the relationships between these families the tutorial also discusses computational aspects of generating the cuts and their strength

on mixing inequalities rank closure and cutting plane proofs we study the mixing inequalities that were introduced by gunluk and pochet math program 90 2001 pp 429 457 we show that a mixing inequality which mixes n mir inequalities has mir rank at most n if it is a type i mixing inequality and at most n 1 if it is a type ii mixing inequality we also show that these bounds are tight for n 2 given a mixed integer set p i p cap z i where p is a polyhedron and z i x in mathbb r n x i in mathbb z forall i in i we define mixing inequalities for p i we show that the elementary mixing closure of p with respect to i can be described using a bounded number of mixing inequalities each of which has a bounded number of terms this implies that the elementary mixing closure of p is a polyhedron finally we show that any mixing inequality can be derived via a polynomial length mir cutting plane proof combined with results of dash on the complexity of cutting plane proofs using split cuts ibm research report rc 24082 oct 2006 and pudlak j symbolic logic 62 1997 pp 981 998 this implies that there are valid inequalities for a certain mixed integer set that cannot be obtained via a polynomial size mixing cutting plane proof

generalized chvatal gomory closures for integer programs with bounds on variables integer programming problems that arise in practice often involve decision variables with one or two sided bounds in this paper we consider a generalization of chvatal gomory inequalities obtained by strengthening chvatal gomory inequalities using the bounds on the variables we prove that the closure of a rational polyhedron obtained after applying the generalized chvatal gomory inequalities is also a rational polyhedron this generalizes a result of dunkel and schulz on 0 1 problems to the case when some of the variables have upper or lower bounds or both while the rest of them are unbounded

intersection cuts with infinite split rank we consider mixed integer linear programs where free integer variables are expressed in terms of nonnegative continuous variables when this model only has two integer variables dey and louveaux characterized the intersection cuts that have infinite split rank we show that for any number of integer variables the split rank of an intersection cut generated from a rational lattice free polytope l is finite if and only if the integer points on the boundary of l satisfy a certain 2 hyperplane property the dey louveaux characterization is a consequence of this more general result

a recursive procedure to generate all cuts for 0 1 mixed integer programs we study several ways of obtaining valid inequalities for mixed integer programs we show how inequalities obtained from a disjunctive argument can be represented by superadditive functions and we show how the superadditive inequalities relate to gomory s mixed integer cuts we also show how all valid inequalities for mixed 0 1 programs can be generated recursively from a simple subclass of the disjunctive inequalities

the generalized assignment problem valid inequalities and facets three classes of valid inequalities based upon multiple knapsack constraints are derived for the generalized assignment problem general properties of the facet defining inequalities are discussed and for a special case the convex hull is completely characterized in addition we prove that a basic fractional solution to the linear programming relaxation can be eliminated by a facet defining inequality associated with an individual knapsack constraint

new modeling approaches for the design of local access transport area networks abstract this paper is concerned with the design of a local access and transport area lata network that arises in the context of providing a special access service by a local exchange facility the problem includes locating suitable hub facilities having adequate multiplexing capacity and routing the demand traffic from various clients end offices through their hubs or alternatively through a special point of presence node in order to minimize total costs these costs involve various traffic distribution and equipment component costs where the latter typically exhibit nonlinear economies of scale we develop a model for this problem and apply the reformulation linearization technique rlt to construct various enhanced tightened versions of the proposed model we also design a hybrid heuristic procedure that combines a limited run of an exact method with a lagrangian dual relaxation procedure extensive computational results are provided to study the relative tightness resulting from the various formulations and their effect on providing good quality feasible solutions

on the relative strength of families of intersection cuts arising from pairs of tableau constraints in mixed integer programs we compare the relative strength of valid inequalities for the integer hull of the feasible region of mixed integer linear programs with two equality constraints two unrestricted integer variables and any number of nonnegative continuous variables in particular we prove that the closure of type 2 triangle resp type 3 triangle quadrilateral inequalities are all within a factor of 1 5 1 5 of the integer hull and provide examples showing that the approximation factor is not less than 1 125 1 125 there is no fixed approximation ratio for split or type 1 triangle inequalities however

valid inequalities and facets of the capacitated plant location problem recently several successful applications of strong cutting plane methods to combinatorial optimization problems have renewed interest in cutting plane methods and polyhedral characterizations of integer programming problems in this paper we investigate the polyhedral structure of the capacitated plant location problem our purpose is to identify facets and valid inequalities for a wide range of capacitated fixed charge problems that contain this prototype problem as a substructure

some facets of the simple plant location polytope we relate the simple plant location problem to the vertex packing problem and derive several classes of facets of their associated integer polytopes

design and verify a new scheme for generating cutting planes a cutting plane procedure for integer programming ip problems usually involves invoking a black box procedure such as the gomory chvatal procedure to compute a cutting plane in this paper we describe an alternative paradigm of using the same cutting plane black box this involves two steps in the first step we design an inequality cx le d where c and d are integral independent of the cutting plane black box in the second step we verify that the designed inequality is a valid inequality by verifying that the set p cap x in mathbb r n mid cx ge d 1 cap mathbb z n is empty using cutting planes from the black box here p is the feasible region of the linear programming relaxation of the ip we refer to the closure of all cutting planes that can be verified to be valid using a specific cutting plane black box as the verification closure of the considered cutting plane black box this paper undertakes a systematic study of properties of verification closures of various cutting plane black box procedures

reverse split rank the reverse split rank of an integral polyhedron p p is defined as the supremum of the split ranks of all rational polyhedra whose integer hull is p p already in mathbb r 3 r3 there exist polyhedra with infinite reverse split rank we give a geometric characterization of the integral polyhedra in mathbb r n rn with infinite reverse split rank

reduce and split cuts improving the performance of mixed integer gomory cuts mixed integer gomory cuts have become an integral part of state of the art software for solving mixed integer linear programming problems therefore improvements in the performance of these cutting planes can be of great practical value in this paper we present a simple and fast heuristic for improving the coefficients on the continuous variables in the mixed integer gomory cuts this is motivated by the fact that in a mixed integer gomory cut the coefficient of an integer variable lies between 0 and 1 whereas for a continuous variable there is no upper bound the heuristic tries to reduce the coefficients of the continuous variables we call the resulting cuts reduce and split cuts we found that on several test problems reduce and split cuts can substantially enhance the performance of a branch and bound algorithm

on the exact solution of large scale simple plant location problems abstract the simple plant location problem deals with the selection of facility sites from a set of possible locations with the intention of serving a given set of customers from the chosen locations the objective is to minimize the sum of the fixed charges for establishing the facilities and the transportation costs corresponding to the supply of the demands we show how to modify a primal dual version of erlenkotter s exact algorithm to get an improved procedure computational experience with large scale problems indicates that compared with erlenkotter s code an implementation of the modified algorithm is faster by more than one order of magnitude for real life problems with 1500 potential facility sites the increase of computational speed may even exceed the factor of 100

convex hull of two quadratic or a conic quadratic and a quadratic inequality in this paper we consider an aggregation technique introduced by yildiran j math control inf 26 417 450 2009 to study the convex hull of regions defined by two quadratic inequalities or by a conic quadratic and a quadratic inequality yildiran 2009 shows how to characterize the convex hull of open sets defined by two strict quadratic inequalities using linear matrix inequalities we show how this aggregation technique can be easily extended to yield valid conic quadratic inequalities for the convex hull of open sets defined by two strict quadratic inequalities or by a strict conic quadratic and a strict quadratic inequality we also show that for sets defined by a strict conic quadratic and a strict quadratic inequality under one additional containment assumption these valid inequalities characterize the convex hull exactly we also show that under certain topological assumptions the results from the open setting can be extended to characterize the closed convex hull of sets defined with non strict conic and quadratic inequalities

the mixing mir set with divisible capacities we study the set s x y in re times z n x b j y j geq b j j 1 ldots n where b j b j in re 0 j 1 n and b 1 b n the set s generalizes the mixed integer rounding mir set of nemhauser and wolsey and the mixing mir set of gunluk and pochet in addition it arises as a substructure in general mixed integer programming mip such as in lot sizing despite its importance a number of basic questions about s remain unanswered including the tractability of optimization over s and how to efficiently find a most violated cutting plane valid for p conv s we address these questions by analyzing the extreme points and extreme rays of p we give all extreme points and extreme rays of p in the worst case the number of extreme points grows exponentially with n however we show that in some interesting cases it is bounded by a polynomial of n in such cases it is possible to derive strong cutting planes for p efficiently finally we use our results on the extreme points of p to give a polynomial time algorithm for solving optimization over s

a connection between cutting plane theory and the geometry of numbers in this paper we relate several questions about cutting planes to a fundamental problem in the geometry of numbers namely the closest vector problem using this connection we show that the dominance membership and validity problems are np complete for chvatal and split cuts

lattice closures of polyhedra given p subset mathbb r n a mixed integer set p i p cap mathbb z t times mathbb r n t and a k tuple of n dimensional integral vectors pi 1 ldots pi k where the last n t entries of each vector is zero we consider the relaxation of p i obtained by taking the convex hull of points x in p for which pi 1 tx ldots pi t kx are integral we then define the k dimensional lattice closure of p i to be the intersection of all such relaxations obtained from k tuples of n dimensional vectors when p is a rational polyhedron we show that given any collection of such k tuples there is a finite subcollection that gives the same closure more generally we show that any k tuple is dominated by another k tuple coming from the finite subcollection the k dimensional lattice closure contains the convex hull of p i and is equal to the split closure when k 1 therefore a result of cook et al math program 47 155 174 1990 implies that when p is a rational polyhedron the k dimensional lattice closure is a polyhedron for k 1 and our finiteness result extends this to all k ge 2 we also construct a polyhedral mixed integer set with n integer variables and one continuous variable such that for any k n finitely many iterations of the k dimensional lattice closure do not give the convex hull of the set our result implies that t branch split cuts cannot give the convex hull of the set nor can valid inequalities from unbounded full dimensional convex lattice free sets

a new lift and project operator abstract in this paper we analyze the strength of split cuts in a lift and project framework we first observe that the lovasz schrijver and sherali adams lift and project operator hierarchies can be viewed as applying specific 0 1 split cuts to an appropriate extended formulation and demonstrate how to strengthen these hierarchies using additional split cuts more precisely we define a new operator that adds all 0 1 split cuts to the extended formulation for 0 1 mixed integer sets with k binary variables this new operator is guaranteed to obtain the integer hull in k 2 steps compared to k steps for the lovasz schrijver or the sherali adams operator we also present computational results on the stable set problem with our new operator

sequence independent lifting for mixed integer programming we show that superadditive lifting functions lead to sequence independent lifting of inequalities for general mixed integer programming as an application we note that mixed integer rounding mir may be viewed as sequence independent lifting consequently we obtain facet conditions for mir inequalities for mixed integer knapsacks

when is a fuzzy relation decomposable in two fuzzy sets two necessary and sufficient conditions are given in order to decompose an assigned fuzzy relation in two fuzzy sets

valid linear inequalities for fixed charge problems many problems in the operations research management science literature can be formulated with both zero one and continuous variables however the exact optimization of such mixed zero one models remains a computational challenge in this paper we propose to study mixed problems from a mathematical point of view that is similar in spirit to recent research on purely combinatorial problems that has investigated systems of defining linear inequalities or facets of the underlying polytope at least two numerical studies have validated this line of research computationally and the advances in the problem solving capabilities are considerable we expect that similar gains are possible for the mixed zero one problem more precisely we consider the mixed integer programs whose feasible region x is composed of i a simple additive constraint in the continuous variables xj for j 1 2 n and ii constraints 0 xj mjyj defined by binary variables yj for j 1 2 n this type of feasible region arises in a variety of mixed integer problems and particularly in network problems with fixed charges on the arcs we derive two classes of facet defining linear inequalities of the convex hull of x and show that the second of these classes gives a complete description of the convex hull when mj m for all j we also develop methods to detect violated inequalities from these classes so that these facets can be used as cutting planes to strengthen the formulations of certain mixed integer problems

on the schein rank of matrices over linear lattices abstract we extend the classical concept of schein rank of a boolean matrix to the case of a matrix a defined on a linear lattice and we prove that it coincides with the smallest regular integer for a in other words we show that there exists a partition of the set of the elements of a into classes such that it is possible to find suitable cross vectors whose sum is a

on the uncapacitated plant location problem i valid inequalities and facets the uncapacitated plant location problem is considered as a node packing problem for this problem several valid inequalities and facets are discussed necessary and sufficient conditions for trivial facets along with necessary conditions for nontrivial facets are derived in addition all of the facets for the case of three plants and three or more destinations are identified

on the complexity of selecting disjunctions in integer programming the imposition of general disjunctions of the form pi x leq pi 0 vee pi x geq pi 0 1 where pi pi 0 are integer valued is a fundamental operation in both the branch and bound and cutting plane algorithms for solving mixed integer linear programs such disjunctions can be used for branching at each iteration of the branch and bound algorithm or to generate split inequalities for the cutting plane algorithm we first consider the problem of selecting a general disjunction and show that the problem of selecting an optimal such disjunction according to specific criteria described herein is mathcal np hard we further show that the problem remains mathcal np hard even for binary programs or when considering certain restricted classes of disjunctions we observe that the problem of deciding whether a given inequality is a split inequality can be reduced to one of the above problems which leads to a proof that the problem is mathcal np complete

capacitated facility location valid inequalities and facets we examine the polyhedral structure of the convex hull of feasible solutions of the capacitated facility location problem in particular we derive necessary and sufficient conditions for a family of effective capacity inequalities to be facet defining and further results on a more general family called submodular inequalities

facets of the bipartite subgraph polytope the bipartite subgraph polytope pbg of a graph g v e is the convex hull of the incidence vectors of all edge sets of bipartite subgraphs of g we show that all complete subgraphs of g of odd order and all so called odd bicycle wheels contained in g induce facets of pbg moreover we describe several methods with which new facet defining inequalities of pbg can be constructed from known ones examples of these methods are contraction of node sets in odd complete subgraphs odd subdivision of edges certain splittings of nodes and subdivision of all edges of a cut using these methods we can construct facet defining inequalities of pbg having coefficients of order v 2

projected chvatal gomory cuts for mixed integer linear programs recent experiments by fischetti and lodi show that the first chvatal closure of a pure integer linear program ilp often gives a surprisingly tight approximation of the integer hull they optimize over the first chvatal closure by modeling the chvatal gomory cg separation problem as a mixed integer linear program milp which is then solved by a general purpose milp solver unfortunately this approach does not extend immediately to the gomory mixed integer gmi closure of an milp since the gmi separation problem involves the solution of a nonlinear mixed integer program or a parametric milp in this paper we introduce a projected version of the cg cuts and study their practical effectiveness for milp problems the idea is to project first the linear programming relaxation of the milp at hand onto the space of the integer variables and then to derive chvatal gomory cuts for the projected polyhedron though theoretically dominated by gmi cuts projected cg cuts have the advantage of producing a separation model very similar to the one introduced by fischetti and lodi which can typically be solved in a reasonable amount of computing time

on the facets of mixed integer programs with two integer variables and two constraints in this paper we consider an infinite relaxation of the mixed integer linear program with two integer variables nonnegative continuous variables and two equality constraints and we give a complete characterization of its facets we also derive an analogous characterization of the facets of the underlying finite integer program

observer based controllers for max plus linear systems max plus algebra is a suitable algebraic setting to model discrete event systems involving synchronization and delay phenomena which are often found in transportation networks communications systems and manufacturing systems one way of controlling this kind of systems consists in choosing the dates of input events in order to achieve the desired performances e g to obtain output events in order to respect given dates this kind of control is optimal according to a just in time criterion if the input event dates are delayed as much as possible while ensuring the output events to occur before a desired reference date this paper presents the observer based controller for max plus linear systems where only estimations of system states are available for the controller as in the classical sense this is a state feedback control problem which is solved in two steps first an observer computes an estimation of the state by using the input and the output measurements then this estimated state is used to compute the state feedback control action as a main result it is shown that the optimal solution of this observer based control problem leads to a greater control input than the one obtained with the output feedback strategy a high throughput screening example in drug discovery illustrates this main result by showing that the scheduling obtained from the observer based controller is better than the scheduling obtained from the output feedback controller

split rank of triangle and quadrilateral inequalities a simple relaxation consisting of two rows of a simplex tableau is a mixed integer set with two equations two free integer variables and nonnegative continuous variables recently andersen et al and cornuejols and margot showed that the facet defining inequalities of this set are either split cuts or intersection cuts obtained from lattice free triangles and quadrilaterals from an example given by cook et al it is known that one particular class of facet defining triangle inequality does not have finite split rank in this paper we show that all other facet defining triangle and quadrilateral inequalities have finite split rank

on cutting plane proofs in combinatorial optimization abstract gomory s cutting plane technique can be viewed as a recursive procedure for proving the validity of linear inequalities over the set of all integer vectors in a prescribed polyhedron the number of rounds of cutting planes needed to obtain all valid linear inequalities is known as the rank of the polyhedron we prove that polyhedra featured in popular formulations of the stable set problem the set covering problem the set partitioning problem the knapsack problem the bipartite subgraph problem the maximum cut problem the acyclic subdigraph problem the asymmetric traveling salesman problem and the traveling salesman problem have arbitrarily high rank in particular we prove conjectures of barahona grotschel and mahjoub chvatal grotschel and pulleyblank and junger

plant location with minimum inventory we present an integer programming model for plant location with inventory costs the linear programming relaxation has been solved by dantzig wolfe decomposition in this case the subproblems reduce to the minimum cut problem we have used subgradient optimization to accelerate the convergence of the d w algorithm we present our experience with problems arising in the design of a distribution network for computer spare parts in most cases from a fractional solution we were able to derive integer solutions within 4 of optimality

chva tal closures for mixed integer programming problems chvatal introduced the idea of viewing cutting planes as a system for proving that every integral solution of a given set of linear inequalities satisfies another given linear inequality this viewpoint has proven to be very useful in many studies of combinatorial and integer programming problems the basic ingredient in these cutting plane proofs is that for a polyhedronp and integral vectorw if max wx x p wx integer t thenwx t is valid for all integral vectors inp we consider the variant of this step where the requirement thatwx be integer may be replaced by the requirement that bar wx be integer for some other integral vector bar w the cutting plane proofs thus obtained may be seen either as an abstraction of gomory s mixed integer cutting plane technique or as a proof version of a simple class of the disjunctive cutting planes studied by balas and jeroslow our main result is that for a given polyhedronp the set of vectors that satisfy every cutting plane forp with respect to a specified subset of integer variables is again a polyhedron this allows us to obtain a finite recursive procedure for generating the mixed integer hull of a polyhedron analogous to the process of repeatedly taking chvatal closures in the integer programming case these results are illustrated with a number of examples from combinatorial optimization our work can be seen as a continuation of that of nemhauser and wolsey on mixed integer cutting planes

clique tree inequalities and the symmetric travelling salesman problem the linear programming cutting plane approach for solving the travelling salesman problem has recently proven to be highly successful cf crowder and padberg crowder h p m w padberg 1980 solving large scale symmetric travelling salesman problems to optimality management sci 26 495 509 grotschel grotschel m 1980a on the symmetric travelling salesman problem solution of a 120 city problem math programming stud 12 61 77 padberg and hong padberg m w s hong 1980 on the symmetric travelling salesman problem a computational study math programming stud 12 78 107 one of the reasons for this success is certainly the fact that instead of ordinary cutting planes gomory cuts etc problem specific cutting planes could be used which define facets of the underlying integer programming polytopes in this paper we shall define a new class of inequalities clique tree inequalities valid for the travelling salesman polytope which properly contains many of the known classes of inequalities like subtour elimination constraints 2 matching constraints comb inequalities and we show that all these new inequalities induce facets of the travelling salesman polytope since the general structure of these new inequalities is quite simple we hope that it will be possible to use the inequalities efficiently in cutting plane procedures for the travelling salesman problem

polyhedral properties of the k median problem on a tree the polyhedral structure of the k median problem on a tree is examined even for very small connected graphs we show that additional constraints are needed to describe the integer polytope a complete description is given of those trees for which an optimal integer lp solution is guaranteed to exist we present a new and simpler demonstration that an lp characterization of the 2 median problem is complete also we provide a simpler proof of the value of a tight worst case bound for the lp relaxation a new class of valid inequalities is identified these inequalities describe a subclass of facets for the k median problem on a general graph also we provide polyhedral descriptions for several types of trees as part of this work we summarize most known results for the k median problem on a tree

generalized intersection cuts and a new cut generating paradigm intersection cuts are generated from a polyhedral cone and a convex set s whose interior contains no feasible integer point we generalize these cuts by replacing the cone with a more general polyhedron c the resulting generalized intersection cuts dominate the original ones this leads to a new cutting plane paradigm under which one generates and stores the intersection points of the extreme rays of c with the boundary of s rather than the cuts themselves these intersection points can then be used to generate in a non recursive fashion cuts that would require several recursive applications of some standard cut generating routine a procedure is also given for strengthening the coefficients of the integer constrained variables of a generalized intersection cut the new cutting plane paradigm yields a new characterization of the closure of intersection cuts and their strengthened variants this characterization is minimal in the sense that every one of the inequalities it uses defines a facet of the closure

rank inequalities and separation algorithms for packing designs and sparse triple systems combinatorial designs find numerous applications in computer science and are closely related to problems in coding theory packing designs correspond to codes with constant weight 4 sparse partial steiner triple systems 4 sparse pstss correspond to erasure resilient codes that are useful in handling failures in large disk arrays chee colbourn ling discrete appl math to appear hellerstein gibson karp katz paterson algorithmica 12 1994 182 208 the study of polytopes associated with combinatorial problems has proven to be important for both algorithms and theory but only recently the study of design polytopes has been pursued moura math appl 368 1996 227 254 moura ph d thesis university of toronto 1999 moura proc seventh annu european symp prague 1999 lecture notes in computer science vol 1643 springer berlin 1999 pp 462 475 wengrzik master s thesis universitat berlin 1995 zehendner doctoral thesis universitat augsburg 1986 in this article we study polytopes associated with t v k packing designs and with m sparse pstss subpacking and l sparseness inequalities are introduced and studied they can be regarded as rank inequalities for the independence systems associated with these designs conditions under which subpacking inequalities define facets are derived in particular those which define facets for pstss are determined for m 4 the l sparseness inequalities with 2 l m are proven to induce facets for the m sparse psts polytope this proof uses extremal families of pstss known as erdos configurations separation algorithms for these inequalities are proposed we incorporate some of the sparseness inequalities in a polyhedral algorithm and determine maximal 4 sparse psts v v 16 an upper bound on the size of m sparse pstss is presented

mingling mixed integer rounding with bounds mixed integer rounding mir is a simple yet powerful procedure for generating valid inequalities for mixed integer programs when used as cutting planes mir inequalities are very effective for mixed integer programming problems with unbounded integer variables for problems with bounded integer variables however cutting planes based on lifting techniques appear to be more effective this is not surprising as lifting techniques make explicit use of the bounds on variables whereas the mir procedure does not in this paper we describe a simple procedure which we call mingling for incorporating variable bound information into mir by explicitly using the variable bounds the mingling procedure leads to strong inequalities for mixed integer sets with bounded variables we show that facets of mixed integer knapsack sets derived earlier by superadditive lifting techniques can be obtained by the mingling procedure in particular the mingling inequalities developed in this paper subsume the continuous cover and reverse continuous cover inequalities of marchand and wolsey math program 85 15 33 1999 as well as the continuous integer knapsack cover and pack inequalities of atamturk math program 98 145 175 2003 ann oper res 139 21 38 2005 in addition mingling inequalities give a generalization of the two step mir inequalities of dash and gunluk math program 105 29 53 2006 under some conditions

a lagrangean relax and cut approach for the two stage capacitated facility location problem abstract the two stage capacitated facility location problem is to find the optimal locations of depots to serve customers with a given demand the optimal assignment of customers to depots and the optimal product flow from plants to depots in order to solve this problem a lagrangean heuristic is proposed which is based on the relaxation of the capacity constraints the resulting lagrangean subproblem is an uncapacitated facility location problem with an aggregate capacity constraint and can be solved efficiently by branch and bound methods the best bound available from this relaxation is computed by means of a weighted dantzig wolfe decomposition approach feasible solutions are constructed from those of the lagrangean subproblems by applying simple reassignment procedures furthermore the relaxation is strengthened by adding and dualizing valid inequalities which are violated by the fractional primal solution of the dual master program computational results and comparisons with some other bounds and heuristics for this problem are presented

on the uncapacitated plant location problem ii facets and lifting theorems several lifting procedures for facets of the uncapacitated plant location problem are discussed also necessary and sufficient conditions for nontrivial facets with 0 1 integer coefficients are derived in addition all of the facets for the case of three or more plants and three destinations are identified

two row mixed integer cuts via lifting recently andersen et al 1 borozan and cornuejols 6 and cornuejols and margot 9 have characterized the extreme valid inequalities of a mixed integer set consisting of two equations with two free integer variables and non negative continuous variables these inequalities are either split cuts or intersection cuts derived using maximal lattice free convex sets in order to use these inequalities to obtain cuts from two rows of a general simplex tableau one approach is to extend the system to include all possible non negative integer variables giving the two row mixed integer infinite group problem and to develop lifting functions giving the coefficients of the integer variables in the corresponding inequalities in this paper we study the characteristics of these lifting functions we show that there exists a unique lifting function that yields extreme inequalities when starting from a maximal lattice free triangle with multiple integer points in the relative interior of one of its sides or a maximal lattice free triangle with integral vertices and one integer point in the relative interior of each side in the other cases maximal lattice free triangles with one integer point in the relative interior of each side and non integral vertices and maximal lattice free quadrilaterals non unique lifting functions may yield distinct extreme inequalities for the latter family of triangles we present sufficient conditions to yield an extreme inequality for the two row mixed integer infinite group problem

a projection method for the uncapacitated facility location problem several algorithms already exist for solving the uncapacitated facility location problem the most efficient are based upon the solution of the strong linear programming relaxation the dual of this relaxation has a condensed form which consists of minimizing a certain piecewise linear convex function this paper presents a new method for solving the uncapacitated facility location problem based upon the exact solution of the condensed dual via orthogonal projections the amount of work per iteration is of the same order as that of a simplex iteration for a linear program inm variables and constraints wherem is the number of clients for comparison the underlying linear programming dual hasmn m n variables andmn n constraints wheren is the number of potential locations for the facilities the method is flexible as it can handle side constraints in particular when there is a duality gap the linear programming formulation can be strengthened by adding cuts numerical results for some classical test problems are included

new formulations for the uncapacitated multiple allocation hub location problem in this paper we review the integer linear formulations of the uncapacitated multiple allocation hub location problem we study the scope of validity of these formulations and give new ones that generalize the older formulations our formulations allow one or two visits to hubs and include a more general cost structure that needs not satisfy the triangle inequality we prove that the constraints defined by cliques of a related intersection graph are tighter constraints than the classical ones we also discuss a pre processing of the problem which is very useful for reducing its size finally we check the strength of the new formulations and compare them with others in the literature by solving instances of two commonly used data sets the cab civil aeronautics board and ap australian post and also randomly generated instances our computational results clearly show that our formulations outperform all others previously used for small and medium problems

a generalization of antiwebs to independence systems and their canonical facets we consider independence system polytopes i e polytopes whose extreme points are the incidence vectors of the sets of an independence system we first give a sufficient condition for recognizing boolean facets then the notion of antiweb introduced by trotter for graphs is generalized to independence systems and used for obtaining canonical facets of the associated polytopes we also point out how our results relate with known ones for knapsack set covering and matroid polytopes

the simple plant location problem survey and synthesis abstract with emphasis on the simple plant location problem splp we consider an important family of discrete deterministic single criterion np hard and widely applicable optimization problems the introductory discussion on problem formulation aspects is followed by the establishment of relationships between splp and set packing set covering and set partitioning problems which all are among those structures in integer programming having the most wide spread applications an extensive discourse on solution properties and computational techniques spanning from early heuristics to the presumably most novel exact methods is then provided other subjects of concern include a subfamily of splp s solvable in polynomial time analyses of approximate algorithms transformability of p center and p median to splp and structural properties of the splp polytope along the way we attempt to synthesize these findings and relate them to other areas of integer programming

the plant location problem with demand dependent setup costs and centralized allocation suppose that customers are situated at the nodes of a transportation network and a service company plans to locate a number of facilities that will serve the customers the objective is to minimize the sum of the total setup cost and the total transportation cost the setup cost of a facility is demand dependent that is it depends on the number of customers that are served by the facility centralized allocation of customers to facilities is assumed that is the service company makes a decision about allocation of customers to facilities in the case of a general network the model can be formulated as a mixed integer programming problem for the case of a tree network we develop a polynomial time dynamic programming algorithm

multiplicity of the second schrodinger eigenvalue on closed surfaces we improve roughly by a factor 2 the known bound on the multiplicity of the second eigenvalue of schrodinger operators i e laplace plus potential on closed surfaces this gives four new topological types of surfaces for which colin de verdiere s conjecture relating the maximal multiplicity to the chromatic number of the surface is verified the proof goes by defining a space cal p of nodal splittings of the surface equipped with a double covering to which a borsuk ulam type theorem is applied

a comparison of heuristics and relaxations for the capacitated plant location problem abstract approaches proposed in the literature for the capacitated plant location problem are compared the comparison is based on new theoretical and computational results the main emphasis is on relaxations in particular dominance relations among the various relaxations found in the literature are identified in the computational study the relaxations are compared as a function of various characteristics of the test problems several of these relaxations can be used to generate heuristic feasible solutions that are better than the classical greedy or interchange heuristics both in computing time and in the quality of the solutions found

on the 0 1 facets of the set covering polytope in this paper we consider inequalities of the form jxj where j equals 0 or 1 and is a positive integer we give necessary and sufficient conditions for such inequalities to define facets of the set covering polytope associated with a 0 1 constraint matrixa these conditions are in terms of critical edges and critical cutsets defined in the bipartite incidence graph ofa and are in the spirit of the work of balas and zemel on the set packing problem where similar notions were defined in the intersection graph ofa furthermore we give a polynomial characterization of a class of 0 1 facets defined from chorded cycles of the bipartite incidence graph this characterization also yields all the 0 1 liftings of odd hole inequalities for the simple plant location polytope

optimizing over the split closure the polyhedron defined by all the split cuts obtainable directly i e without iterated cut generation from the lp relaxation p of a mixed integer program mip is termed the elementary or rank 1 split closure of p this paper deals with the problem of optimizing over the elementary split closure this is accomplished by repeatedly solving the following separation problem given a fractional point say x find a rank 1 split cut violated by x or show that none exists following caprara and letchford 17 we formulate this separation problem as a nonlinear mixed integer program that can be treated as a parametric mixed integer linear program pmilp with a single parameter in the objective function and the right hand side we develop an algorithmic framework to deal with the resulting pmilp by creating and maintaining a dynamically updated grid of parameter values and use the corresponding mixed integer programs to generate rank 1 split cuts our approach was implemented in the coin or framework using cplex 9 0 as a general purpose mip solver we report our computational results on well known benchmark instances from miplib 3 0 and several classes of structured integer and mixed integer problems our computational results show that rank 1 split cuts close more than 98 of the duality gap on 15 out of 41 mixed integer instances from miplib 3 0 more than 75 of the duality gap can be closed on an additional 10 instances the average gap closed over all 41 instances is 72 78 in the pure integer case rank 1 split cuts close more than 75 of the duality gap on 13 out of 24 instances from miplib 3 0 on average rank 1 split cuts close about 72 of the duality gap on these 24 instances we also report results on several classes of structured problems capacitated versions of warehouse location single source facility location p median fixed charge network flow multi commodity network design with splittable and unsplittable flows and lot sizing the fraction of the integrality gap closed varies for these problem classes between 100 and 67 we also gathered statistics on the average coefficient size absolute value of the disjunctions generated they turn out to be surprisingly small