K-Cuts: A Variation of Gomory Mixed Integer Cuts from the LP Tableau
نویسندگان
چکیده
منابع مشابه
On the strength of Gomory mixed-integer cuts as group cuts
Gomory mixed-integer (GMI) cuts generated from optimal simplex tableaus are known to be useful in solving mixed-integer programs. Further, it is well-known that GMI cuts can be derived from facets of Gomory’s master cyclic group polyhedron and its mixed-integer extension studied by Gomory and Johnson. In this paper we examine why cutting planes derived from other facets of master cyclic group p...
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We analyze a separation procedure for Mixed-Integer Programs related to the work of Gomory and Johnson on interpolated subadditive functions. This approach has its roots in the Gomory-Johnson characterization on the master cyclic group polyhedron. To our knowledge, the practical benefit that can be obtained by embedding interpolated subadditive cuts in a cutting plane algorithm was not investig...
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In this paper we propose practical strategies for generating split cuts, by considering integer linear combinations of the rows of the optimal simplex tableau, and deriving the corresponding Gomory mixed-integer cuts; potentially, we can generate a huge number of cuts. A key idea is to select subsets of variables, and cut deeply in the space of these variables. We show that variables with small...
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Following the flurry of recent theoretical work on cutting planes from two-row mixed integer group relaxations of an LP tableau, we report on computational tests to evaluate the strength of two-row cuts based on lattice-free triangles having more than one integer point on one side. A heuristic procedure to generate such triangles (referred to in the literature as “type 2” triangles) is presente...
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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...
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ورودعنوان ژورنال:
- INFORMS Journal on Computing
دوره 15 شماره
صفحات -
تاریخ انتشار 2003