Mixed-integer cuts

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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 to narrow down the solution search space. Proper application of mixed-integer cuts will result in a convex hull reformulation of a MILP where every extreme point of the feasible region is an integer point.

Contents


Background

Gomory's Cuts