Conference paper
Generalized linear rule models
Dennis Wei, Sanjeeb Dash, et al.
ICML 2019
In this paper we use facets of simple mixed-integer sets with three variables to derive a parametric family of valid inequalities for general mixed-integer sets. We call these inequalities two-step MIR inequalities as they can be derived by applying the simple mixed-integer rounding (MIR) principle of Wolsey (1998) twice. The two-step MIR inequalities define facets of the master cyclic group polyhedron of Gomory (1969). In addition, they dominate the strong fractional cuts of Letchford and Lodi (2002).
Dennis Wei, Sanjeeb Dash, et al.
ICML 2019
Ramesh Neelamani, Ricardo de Queiroz, et al.
IEEE TIP
Sanjeeb Dash, Santanu S. Dey, et al.
Mathematical Programming
Sanjeeb Dash, Oktay Günlük
SIAM Journal on Optimization