Sequence independent lifting in mixed integer programming

Citation
Zh. Gu et al., Sequence independent lifting in mixed integer programming, J COMB OPTI, 4(1), 2000, pp. 109-129
Citations number
16
Categorie Soggetti
Mathematics,"Engineering Mathematics
Journal title
JOURNAL OF COMBINATORIAL OPTIMIZATION
ISSN journal
13826905 → ACNP
Volume
4
Issue
1
Year of publication
2000
Pages
109 - 129
Database
ISI
SICI code
1382-6905(200003)4:1<109:SILIMI>2.0.ZU;2-Q
Abstract
We investigate lifting, i.e., the process of taking a valid inequality for a polyhedron and extending it to a valid inequality in a higher dimensional space. Lifting is usually applied sequentially, that is, variables in a se t are lifted one after the other. This may be computationally unattractive since it involves the solution of an optimization problem to compute a lift ing coefficient for each variable. To relieve this computational burden, we study sequence independent lifting, which only involves the solution of on e optimization problem. We show that if a certain lifting function is super additive, then the lifting coefficients are independent of the lifting sequ ence. We introduce the idea of valid superadditive lifting functions to obt ain good aproximations to maximum lifting. We apply these results to streng then Balas' lifting theorem for cover inequalities and to produce lifted fl ow cover inequalities for a single node flow problem.