Numerically Safe Gomory Mixed-Integer Cuts

Numerically Safe Gomory Mixed-Integer Cuts

W describe a simple process for generating numerically safe cutting planes using floating-point arithmetic and the mixed-integer rounding procedure. Applying this method to the rows of the simplex tableau permits the generation of Gomory mixed-integer cuts that are guaranteed to be satisfied by all feasible solutions to a mixed-integer programming problem (MIP). We report on tests with the MIPL...

Strengthening Gomory Mixed-Integer Cuts: A Computational Study

Gomory mixed-integer cuts are an important ingredient in state-ofthe-art software for solving mixed-integer linear programs. In particular, much attention has been paid to the strengthening of these cuts. In this paper, we give an overview of existing approaches for improving the performance of Gomory mixed-integer cuts. More precisely, we consider k-cuts, combined Gomory mixed-integer cuts, re...

A relax-and-cut framework for Gomory mixed-integer cuts

Gomory mixed-integer cuts (GMICs) are widely used in modern branchand-cut codes for the solution of mixed-integer programs. Typically, GMICs are iteratively generated from the optimal basis of the current linear programming (LP) relaxation, and immediately added to the LP before the next round of cuts is generated. Unfortunately, this approach is prone to instability. In this paper we analyze a...

Projected Chvátal-Gomory cuts for mixed integer linear programs

Recent experiments by Fischetti and Lodi show that the first Chvátal closure of a pure integer linear program (ILP) often gives a surprisingly tight approximation of the integer hull. They optimize over the first Chvátal closure by modeling the Chvátal–Gomory (CG) separation problem as a mixed integer linear program (MILP) which is then solved by a generalGérard Cornuéjols was supported in part...

K-Cuts: A Variation of Gomory Mixed Integer Cuts from the LP Tableau