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Preliminary computational experiments show that these inequalities can be useful to reduce the integrality gaps and to solve integer programming problems.
However, because of the computational complexity involved in this approach, we use the method of lift-and-project [12] to strengthen the problem formulation and thus reduce the integrality gap between the IP and its linear relaxation.
Computational experiments applied to real-life stock market indices show that in instances where an index of less than 500 assets is to be tracked by a portfolio of 10 assets, a commercially available MIQP solver fails to reduce the integrality gap below 94% in 30 CPU-minutes.
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As shown in previous works, the inclusion of these cuts allows to significantly reducing the integrality gap.
Reduce the income gap.
reduce the deficit.
reduce the unemployment rate.
They reduce the risk.
Reduce the Red Tape.
Reduce the marinade.
Reduce the light.
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Since I tried Ludwig back in 2017, I have been constantly using it in both editing and translation. Ever since, I suggest it to my translators at ProSciEditing.

Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com