In Chapter II we discussed the general concept of a cut and the use of cuts in the basic technique of outer approximation. There, we were mainly concerned with using cuts in a “conjunctive” manner: typically, cuts were generated in such a way that no feasible point of the problem is excluded and the intersection of all the cuts contains the whole feasible region. This technique is most successful when the feasible region is a convex set, so that supporting hyperplanes can easily be constructed to separate this convex set from a point lying outside.
KeywordsBasic Solution Feasible Point Full Dimension Recession Cone Nondegenerate Case
Unable to display preview. Download preview PDF.