Design and Verify: A New Scheme for Generating Cutting-Planes

نویسندگان

  • Santanu S. Dey
  • Sebastian Pokutta
چکیده

A cutting-plane procedure for integer programming (IP) problems usually involves invoking a blackbox procedure (such as the Gomory-Chvátal (GC) procedure) to compute a cutting-plane. In this paper, we describe an alternative paradigm of using the same cutting-plane black-box. This involves two steps. In the first step, we design an inequality cx ≤ d where c and d are integral, independent of the cutting-plane black-box. In the second step, we verify that the designed inequality is a valid inequality by verifying that the set P ∩ {x ∈ R | cx ≥ d + 1} ∩ Z is empty using cutting-planes from the black-box. Here P is the feasible region of the linear-programming relaxation of the IP. We refer to the closure of all cutting-planes that can be verified to be valid using a specific cutting-plane black-box as the verification closure of the considered cutting-plane black-box. This paper undertakes a systematic study of properties of verification closures of various cutting-plane black-box procedures.

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تاریخ انتشار 2011