Difference between revisions of "Mixed-integer cuts"

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Mixed integer cuts or Cutting-plane method is an iterative approach used to simplify the solution of a mixed integer linear programming (MILP) problem. Cutting-plane methods work by first relaxing the MILP to a complementary linear programming problem and cutting the feasible region such that the extreme points lie on an integer.
 
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=Gomory's Cuts=

Revision as of 15:38, 24 May 2015

Introduction

Mixed integer cuts or Cutting-plane method is an iterative approach used to simplify the solution of a mixed integer linear programming (MILP) problem. Cutting-plane methods work by first relaxing the MILP to a complementary linear programming problem and cutting the feasible region such that the extreme points lie on an integer.

Contents

Background

Gomory's Cuts