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On the generation of cutting planes which maximize the bound improvement

Stefano Coniglio (stefano.coniglio***at***gmail.com)
Martin Tieves (tieves***at***math2.rwth-aachen.de)

Abstract: We propose the bound-optimal cutting plane method. It is a new paradigm for cutting plane generation in Mixed Integer Programming allowing for the simultaneous generation of k cuts which, when added to the current Linear Programming elaxation, yield the largest bound improvement. By Linear Programming duality arguments and standard linearization techniques we show that, for a large family of cutting planes, the cut generating problem of our cutting plane method can be formulated as a Mixed 0-1 Integer Program. We highlight the potential of our technique by presenting computational experiments on the generation of bound-optimal stable set inequalities for the fractional clique number problem. We compare our method to the standard generation of maximally violated cuts, to the generation of cutting planes corresponding to a steepest-edge pivot in the dual, and to coordinated cutting plane generation. With respect to the standard algorithm, the bound-optimal cutting plane method allows for a substantial reduction in the number of cutting plane iterations and/or cuts needed to achieve either a given bound or an optimal solution. This reduction is still substantial also in comparison to the other techniques.

Keywords: Integer Programming, Cutting Panes

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

Category 2: Integer Programming (Cutting Plane Approaches )

Citation:

Download: [PDF]

Entry Submitted: 10/24/2013
Entry Accepted: 10/24/2013
Entry Last Modified: 09/23/2014

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