Lifting 기법을 이용한 Generalized Bilinear Cover Inequality

Generalized Bilinear Cover Inequality via Lifting

초록

In this paper, we generalize lifted inequalities to a 0-1 mixed-integer bilinear covering set with linear terms. This work is motivated by the observation that Generalized Bilinear Inequality (GBI) occurs in the Branch and Bound process. We find some conditions and prove the subadditivity of lifting functions for lifting to be sequence- independent. Using the theoretical results, we develop facet-defining inequalities for a GBI-defined set through three steps of lifting.

키워드

Mixed-Integer ProgrammingBilinear inequalityBranch-and-BoundFacet-DefiningLiftingSubadditive
제목
Lifting 기법을 이용한 Generalized Bilinear Cover Inequality
제목 (타언어)
Generalized Bilinear Cover Inequality via Lifting
저자
정광헌
DOI
10.7737/JKORMS.2017.42.3.001
발행일
2017-08
저널명
한국경영과학회지
42
3
페이지
1 ~ 12