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0-1 Mixed-Integer Bilinear Covering Sets에 대한 Lifted Bilinear Cover Inequalities의 Separation
Separation of Lifted Bilinear Cover Inequalitiesfor 0-1 Mixed-Integer Bilinear Covering Set
초록
In this paper, we consider a computational study to evaluate the strength of Lifted Bilinear Cover (LBC) inequality for 0-1 Mixed-Integer Bilinear Covering Set. In particular, we develop a separation algorithm for LBC inequality to find the most violated cut by solving a simple optimization problem. After testing a separation algorithm on randomly generated instances, we provide numerical results that show LBC inequalities can help solve a bilinear optimization problem faster.
키워드
Mixed-Integer Programming(MIP); Bilinear inequality; Lifting; Separation; Cut-and-Branch
- 제목
- 0-1 Mixed-Integer Bilinear Covering Sets에 대한 Lifted Bilinear Cover Inequalities의 Separation
- 제목 (타언어)
- Separation of Lifted Bilinear Cover Inequalitiesfor 0-1 Mixed-Integer Bilinear Covering Set
- 저자
- 정광헌
- 발행일
- 2019-02
- 저널명
- 한국경영과학회지
- 권
- 44
- 호
- 1
- 페이지
- 31 ~ 42