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Communication Dans Un Congrès Année : 2013

Cut-Generating Functions

Résumé

In optimization problems such as integer programs or their relaxations, one encounters feasible regions that are the inverse images of a specific closed set S by a linear mapping. One would like to generate valid inequalities that cut off infeasible solutions. Formulas for such inequalities can be obtained through cut-generating functions. This paper presents a formal theory of minimal cut-generating functions and maximal S-free sets which is valid independently of the particular S. This theory relies on tools of convex analysis.
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Dates et versions

hal-00804175 , version 1 (25-03-2013)

Identifiants

Citer

Michele Conforti, Gérard Cornuéjols, Aris Daniilidis, Claude Lemaréchal, Jérôme Malick. Cut-Generating Functions. IPCO 2013 - 16th International Conference on Integer Programming and Combinatorial Optimization, Mar 2013, Valparaíso, Chile. pp.123-132, ⟨10.1007/978-3-642-36694-9_11⟩. ⟨hal-00804175⟩
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