12.07.2015 Views

Dual Simplex, Cutting-Plane

Dual Simplex, Cutting-Plane

Dual Simplex, Cutting-Plane

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ILP: <strong>Cutting</strong>-<strong>Plane</strong> Algorithm• Start at the continous optimum LP solution• Add special constraint (called cuts) to rendersan integer optimum extreme point• The cuts do not eliminate any original feasibleinteger points• The cuts must through at least one feasible orinfeasible integer point• Number of cuts is independent of the size ofthe problem

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