New Sequence-Independent Lifting Techniques for Cover Inequalities and When They Induce Facets
Abstract
Sequence-independent lifting is a procedure for strengthening valid inequalities of an integer program. We generalize the sequence-independent lifting method of Gu, Nemhauser, and Savelsbergh (GNS lifting) for cover inequalities and correct an error in their proposed generalization. We obtain a new sequence-independent lifting technique---piecewise-constant (PC) lifting---with a number of important properties. We derive a broad set of sufficient conditions under which PC lifting yields facets---the first characterization of facet-defining sequence-independent liftings that are efficiently computable from the underlying cover. Finally, we demonstrate via experiments that PC lifting can be a useful alternative to GNS lifting. We test PC lifting atop a number of novel cover inequality generation routines, which prove to be effective in experiments with CPLEX. PC lifting delivers strong numerical properties making it practically relevant for integer programming solvers.