Disjunctive Programming

Disjunctive Programming is a technique and a discipline initiated by the author in the early 1970's, which has become a central tool for solving nonconvex optimization problems like pure or mixed integer programs, through convexification (cutting plane) procedures combined with enumeration. It has played a major role in the revolution in the state of the art of Integer Programming that took place roughly during the period 1990-2010. The main benefit that the reader may acquire from reading this book is a deeper understanding of the theoretical underpinnings and of the applications potential of disjunctive programming, which range from more efficient problem formulation to enhanced modeling capability and improved solution methods for integer and combinatorial optimization. Egon Balas is University Professor and Lord Professor of Operations Research at Carnegie Mellon University's Tepper School of Business.

The first and so far only book on this important subject Written in a style accessible to all mathematically literate readers The author is a famous expert in mathematical optimisation

Auteur

Egon Balas is University Professor of Applied Mathematics and Thomas Lord Professor of Operations Research at the Tepper School of Business of Carnegie Mellon University. He is the author of over 250 technical papers with over 50 different coauthors from around the world. His field of expertise is Optimization/Operations Research, in particular he is one of the pioneers of Integer Programming and the originator of Disjunctive Programming.

Contenu
1 Disjunctive programming and its relation to integer programming.- 2 The convex hull of a disjunctive set.- 3 Sequential convexification of disjunctive sets.- 4 Moving between conjunctive and disjunctive normal forms.- 5 Disjunctive programming and extended formulations.- 6 Lift-and-project cuts for mixed 0-1 programs.- 7 Nonlinear higher-dimensional representations.- 8 The correspondence between lift-and-project cuts and simple disjunctive cuts.- 9 Solving (CGLP)k on the LP simplex tableau.- 10 Implementation and testing of variants.- 11 Cuts from general disjunctions.- 12 Disjunctive cuts from the V -polyhedral representation.- 13 Unions of polytopes in different spaces.- References.