Numerically Safe Gomory Mixed-Integer Cuts

Cook W.; Dash, S.; Fukasawa R; Goycoolea M.

Abstract

We 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 MIPLIB 3.0 and MIPLIB 2003 test collections as well as with MIP instances derived from the TSPLIB traveling salesman library. © 2009 Informs.

Más información

Título según WOS: Numerically Safe Gomory Mixed-Integer Cuts
Título según SCOPUS: Numerically safe gomory mixed-integer cuts
Título de la Revista: INFORMS JOURNAL ON COMPUTING
Volumen: 21
Número: 4
Editorial: INFORMS
Fecha de publicación: 2009
Página de inicio: 641
Página final: 649
Idioma: English
URL: http://pubsonline.informs.org/doi/abs/10.1287/ijoc.1090.0324
DOI:

10.1287/ijoc.1090.0324

Notas: ISI, SCOPUS