volume 25, issue 2, P271-284 2013
DOI: 10.1287/ijoc.1120.0501
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Abstract: F ast computation of valid linear programming (LP) bounds serves as an important subroutine for solving mixed-integer programming problems exactly. We introduce a new method for computing valid LP bounds designed for this application. The algorithm corrects approximate LP dual solutions to be exactly feasible, giving a valid bound. Solutions are repaired by performing a projection and a shift to ensure all constraints are satisfied; bound computations are accelerated by reusing structural information through …

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