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MP
2007

Mixed-Integer Cuts from Cyclic Groups

13 years 10 months ago
Mixed-Integer Cuts from Cyclic Groups
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 investigated computationally by previous authors. In this paper we compute, for the first time, the lower bound value obtained when adding (implicitly) all the interpolated subadditive cuts that can be derived from the individual rows of an optimal LP tableau, thus approximating the optimization over the Gomory’s corner polyhedron. The computed bound is compared with that obtained when only Gomory mixed-integer cuts are used, on a very large test-bed of MIP instances. Key words: Mixed-Integer Programming, Subadditive cuts, Gomory cuts, Gyclic Group and Corner polyhedra.
Matteo Fischetti, Cristiano Saturni
Added 27 Dec 2010
Updated 27 Dec 2010
Type Journal
Year 2007
Where MP
Authors Matteo Fischetti, Cristiano Saturni
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