Rights statement: This is the author’s version of a work that was accepted for publication in Operations Research Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Operations Research Letters, 48, 3, 2020 DOI: 10.1016/j.orl.2020.03.004
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Research output: Contribution to Journal/Magazine › Journal article › peer-review
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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TY - JOUR
T1 - Valid inequalities for mixed-integer programmes with fixed charges on sets of variables
AU - Letchford, Adam
AU - Souli, Georgia
N1 - This is the author’s version of a work that was accepted for publication in Operations Research Letters. Changes resulting from the publishing process, such as peer review, editing, corrections, structural formatting, and other quality control mechanisms may not be reflected in this document. Changes may have been made to this work since it was submitted for publication. A definitive version was subsequently published in Operations Research Letters, 48, 3, 2020 DOI: 10.1016/j.orl.2020.03.004
PY - 2020/5/1
Y1 - 2020/5/1
N2 - We consider mixed 0-1 linear programs in which one is given a collection of (not necessarily disjoint) sets of variables and, for each set, a fixxed charge is incurred if and only if at least one of the variables in the set takes a positive value. We derive strong valid linear inequalities for these problems, and show that they generalise and dominate a subclass of the well-known flow cover inequalities for the classical fixed-charge problem.
AB - We consider mixed 0-1 linear programs in which one is given a collection of (not necessarily disjoint) sets of variables and, for each set, a fixxed charge is incurred if and only if at least one of the variables in the set takes a positive value. We derive strong valid linear inequalities for these problems, and show that they generalise and dominate a subclass of the well-known flow cover inequalities for the classical fixed-charge problem.
KW - mixed-integer linear programming
KW - branch-and-cut
KW - polyhedral combinatorics
U2 - 10.1016/j.orl.2020.03.004
DO - 10.1016/j.orl.2020.03.004
M3 - Journal article
VL - 48
SP - 240
EP - 244
JO - Operations Research Letters
JF - Operations Research Letters
SN - 0167-6377
IS - 3
ER -