sci.op-research

Dear,

I have a MILP with an optimal value of the LP. I investigated the 2
LPs getting by making assumptions on a non-integer variable, which is
supposed to be integer. Looking at the dual values and reduced costs
of the optimal solutions of both problems, I figured out that it
should be possible to generate a Gomory cut from those values.
This cut increases the lower value of the MILP as doing the branch
itself.

This must be a classical result, as it looks very powerfull. Is there
something on the Internet where such a method is presented?

Best regards
Harald.