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A finite cutting plane method for facial disjunctive programs

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Abstract

This paper shows that any linear disjunctive program with a finite number of constraints can be transformed into an equivalent facial program. Based upon linear programming technique, a new, finite cutting plane method is presented for the facial programs.

Zusammenfassung

Die Arbeit zeigt, daß jedes lineare disjunktive Optimierungsproblem mit endlich vielen Restriktionen in ein äquivalentes Fazetten-Problem transformiert werden kann. Auf der Grundlage von linearer Optimierungstechnik wird für das Fazetten-Problem ein neues, endliches Schnittebenenverfahren vorgestellt.

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Fülöp, J. A finite cutting plane method for facial disjunctive programs. ZOR - Methods and Models of Operations Research 35, 1–13 (1991). https://doi.org/10.1007/BF01415956

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  • DOI: https://doi.org/10.1007/BF01415956

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