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A probabilistic comparison of split and type 1 triangle cuts for two row mixed-integer programs

Qie He(qie.he***at***gatech.edu)
Shabbir Ahmed(sahmed***at***isye.gatech.edu)
George Nemhauser(gnemhaus***at***isye.gatech.edu)

Abstract: We provide a probabilistic comparison of split and type 1 triangle cuts for mixed-integer programs with two rows and two integer variables. Under a simple probabilistic model of the problem parameters, we show that a simple split cut, i.e. a Gomory cut, is more likely to be better than a type 1 triangle cut in terms of cut coefficients and volume cut off.

Keywords: Mixed integer programming, Split cuts, Triangle cuts, Probabilistic comparison

Category 1: Integer Programming ((Mixed) Integer Linear Programming )

Category 2: Integer Programming (Cutting Plane Approaches )

Citation: Submitted for publication.

Download: [PDF]

Entry Submitted: 06/01/2010
Entry Accepted: 06/01/2010
Entry Last Modified: 06/01/2010

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