Strengthening Gomory Mixed-Integer Cuts: A Computational Study

نویسنده

  • Franz Wesselmann
چکیده

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, reduce-and-split cuts, and lift-and-project cuts. We give a detailed description of the implementation of the separation routines for these cutting planes. Finally, we report on computational results with the different strengthening approaches on a large-scale test set and analyze their performance. We also investigate the characteristics of the generated cutting planes. The results show that, although Gomory mixed-integer cuts are very effective, strengthening these cuts can have a positive impact on the performance of a MIP solver in many cases.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Strengthening Chvátal-Gomory cuts and Gomory fractional cuts

Chvátal-Gomory and Gomory fractional cuts are well-known cutting planes for pure integer programming problems. Various methods for strengthening them are known, for example based on subadditive functions or disjunctive techniques. We present a new and surprisingly simple strengthening procedure, discuss its properties, and present some computational results.

متن کامل

Generation of a reduced first - level mixed integer programmimg problem

We introduce a new way of generating cutting planes of a mixed integer programme by way of taking binary variables. Four binary variables are introduced to form quartic inequalities, which results in a reduced first-level mixed integer programme. A new way of weakening the inequalities is presented. An algorithm to carryout the separation of the inequalities, which are exponential in number, is...

متن کامل

Monoidal Cut Strengthening and Generalized Mixed-Integer Rounding for Disjunctive Programs∗

This article investigates cutting planes for mixed-integer disjunctive programs. In the early 1980s, Balas and Jeroslow presented monoidal disjunctive cuts exploiting the integrality of variables. For disjunctions arising from binary variables, it is known that these cutting planes are essentially the same as Gomory mixed-integer and mixed-integer rounding cuts. In this article, we investigate ...

متن کامل

Another pedagogy for mixed-integer Gomory

We present a version of GMI (Gomory mixed-integer) cuts in a way so that they are derived with respect to a “dual form” mixed-integer optimization problem and applied on the standard-form primal side as columns, using the primal simplex algorithm. This follows the general scheme of He and Lee, who did the case of Gomory pure-integer cuts. Our input mixed-integer problem is not in standard form,...

متن کامل

Cutting Planes for Mixed Integer Programming

The purpose of this paper is to present an overview of families of cutting planes for mixed integer programming problems. We examine the families of disjunctive inequalities, split cuts, mixed integer rounding inequalities, mixed integer Gomory cuts, intersection cuts, lift-and-project cuts, and reduceand-split cuts. In practice, mixed integer Gomory cuts are very useful in obtaining solutions ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2010