ISSN:
1436-4646
Keywords:
Cutting Planes
;
Disjunctive Programming
Source:
Springer Online Journal Archives 1860-2000
Topics:
Computer Science
,
Mathematics
Notes:
Abstract The duality between facets of the convex hull of disjunctive sets and the extreme points of reverse polars of these sets is utilized to establish simple rules for the derivation of all facet cuts for simple disjunctions, namely, elementary disjunctions in nonnegative variables. These rules generalize the cut generation procedure underlying polyhedral convexity cuts with negative edge extensions. The latter are also shown to possess some interesting properties with respect to a biextremal problem that maximizes the distance, from the origin, of the nearest point feasible to the cut. A computationally inexpensive procedure is given to generate facet cuts for simple disjunctions which are dominant with respect to any specified preemptive ordering of variables.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF01582164
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