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Primal cutting plane algorithms revisited

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Published
<mark>Journal publication date</mark>08/2002
<mark>Journal</mark>Mathematical Methods of Operational Research
Issue number1
Volume56
Number of pages15
Pages (from-to)67-81
Publication StatusPublished
<mark>Original language</mark>English

Abstract

Dual fractional cutting plane algorithms, in which cutting planes are used to iteratively tighten a linear relaxation of an integer program, are well known and form the basis of the highly successful branch-and-cut method. It is rather less well-known that various primal cutting plane algorithms were developed in the 1960s, for example by Young. In a primal algorithm, the main role of the cutting planes is to enable a feasible solution to the original problem to be improved. Research on these algorithms has been almost non-existent. In this paper we argue for a re-examination of these primal methods. We describe a new primal algorithm for pure 0-1 problems based on strong valid inequalities and give some encouraging computational results. Possible extensions to the case of general mixed-integer programs are also discussed.