Partial hyperplane activation for generalized intersection cuts

نویسندگان

  • Aleksandr M. Kazachkov
  • Selvaprabu Nadarajah
  • Egon Balas
  • François Margot
چکیده

The generalized intersection cut (GIC) paradigm is a recent framework for generating cutting planes in mixed integer programming with attractive theoretical properties. We investigate this computationally unexplored paradigm and observe that a key hyperplane activation procedure embedded in it is not computationally viable. To overcome this issue, we develop a novel replacement to this procedure called partial hyperplane activation (PHA), introduce a variant of PHA based on a notion of hyperplane tilting, and prove the validity of both algorithms. We propose several implementation strategies and parameter choices for our PHA algorithms and provide supporting theoretical results. We computationally evaluate these ideas in the COIN-OR framework ∗[email protected]

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تاریخ انتشار 2017