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Cut Generation through Binarization

机译:通过二值化切割生成

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摘要

For a mixed integer linear program where all integer variables, are bounded, we study a reformulation introduced by Roy that maps general integer variables to a collection of binary variables. We study theoretical properties and empirical strength of rank-2 simple split cuts of the reformulation. We show that for a pure integer problem with two integer variables, these cuts are sufficient to obtain the integer hull of the problem, but that this does not generalize to problems in higher dimensions. We also give an algorithm to compute an approximation of the rank-2 simple split cut closure. We report empirical results on 22 benchmark instances showing that the bounds obtained compare favorably with those obtained with other approximate methods to compute the split closure or lattice-free cut closure. It gives a better bound than the split closure on 6 instances while it is weaker on 9 instances, for an average gap closed 3.8% smaller than the one for the split closure.
机译:对于所有整数变量都有界的混合整数线性程序,我们研究了Roy提出的将常规整数变量映射到二进制变量集合的重新制定形式。我们研究了重新制定配方的2级简单分割切口的理论特性和经验强度。我们显示出,对于具有两个整数变量的纯整数问题,这些削减足以获得问题的整数外壳,但是这并不能推广到更高维度的问题。我们还给出了一种算法,用于计算2级简单分割切割闭合的近似值。我们报告了22个基准实例的经验结果,显示所获得的边界与使用其他近似方法计算的分割闭合或无格切割闭合所获得的边界相比具有优势。它在6个实例上比拆分封闭提供了更好的绑定,而在9个实例上则较弱,因为平均缺口封闭比拆分封闭的平均缺口小3.8%。

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