Management Science and Financial Engineering

The Korean Operations Research and Management Science Society (한국경영과학회)
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Fractional Surrogate-Knapsack Cuts for Integer Programs

  • Lee, YoungHo (Department of Industrial Systems and Information Engineering, Korea University) ;
  • Kim, Youngjin (Department of Industrial Systems and Information Engineering, Korea University)
  • Published : 2002.11.01
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Abstract

In this paper, we explore a new class of cutting planes by extending the concept of fractional S-K (S-K) cuts. This class of cuts is derived by applying a suitable surrogate constraint analysis that incorporates a special multiplier adjustment method to the generalized Gomory's fractional cut. We present computational results to provide insights into the performance of these cuts in comparison with other well known classes of cuts.

Keywords

References

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