Mathematical Methods of Operations Research
https://doi.org/10.1007/s00186-020-00723-9
ORIGINAL ARTICLE
On the facet defining inequalities of the mixed-integer
bilinear covering set
Hamidur Rahman
1
· Ashutosh Mahajan
1
Received: 21 December 2018 / Revised: 29 June 2020
© Springer-Verlag GmbH Germany, part of Springer Nature 2020
Abstract
We study the facet defining inequalities of the convex hull of a mixed-integer bilinear
covering arising in trim-loss (or cutting stock) problem under the framework of dis-
junctive cuts. We show that all of them can be derived using a disjunctive procedure.
Some of these are split cuts of rank one for a convex mixed-integer relaxation of the
covering set, while others have rank at least two. For certain linear objective functions,
the rank-one split cuts are shown to be sufficient for finding the optimal value over
the convex hull of the covering set. A relaxation of the trim-loss problem has this
property, and our computational results show that these rank-one inequalities find the
lower bound quickly.
Keywords Mixed-integer programming · Global optimization · Convex hull ·
Disjunctive cut · Split cut · Split-rank
1 Introduction
We study the facet defining inequalities of the convex hull of the mixed-integer bilinear
covering set
S =
(x , y ) ∈ Z
n
+
× R
n
+
:
n
i =1
x
i
y
i
≥ r
,
where r > 0. This set appears in real life applications like trim loss (or cutting stock)
problem (Harjunkoski et al. 1998; Vanderbeck 2000); see Sect. 9 for more details. The
B Ashutosh Mahajan
amahajan@iitb.ac.in
Hamidur Rahman
iamhrahmankck@gmail.com
1
Industrial Engineering and Operations Research, Indian Institute of Technology Bombay, Mumbai
400 076, India
123