sci.op-research

On Mar 9, 10:04 am, Paul Rubin wrote:
> Amy wrote:
> > Hi, Dear All,
>
> > I'm generating cuts for my MIP problem by applying the separation
> > procedure for multiple iterations (say 10 iterations, and get the
> > lower bound Obj1), after that I solve the problem as IP. Now I'm
> > thinking to remove the loose cuts before brand and bound and doing
> > some test. After solving LP and adding cuts for 10 iterations, I
> > printed out all the cuts and identify the tight cuts. If I only put
> > those tight cuts to the original model and solve it as LP, shall I get
> > the same objective value as Obj1?
>
> > Thanks,
>
> > Amy
>
> Yes (provable using duality theory).
>
> /Paul

Hi, Paul,

Yeah, you're right. Thanks for your hint. I must have made a mistake
in the program of checking the tight inequalities.

Thanks,

Amy