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How Good Are Sparse Cutting-Planes?

机译:稀疏切割机有多好?

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Sparse cutting-planes are often the ones used in mixed-integer programing (MIP) solvers, since they help in solving the linear programs encountered during branch-&-bound more efficiently. However, how well can we approximate the integer hull by just using sparse cutting-planes? In order to understand this question better, given a polyope P (e.g. the integer hull of a MIP), let P~k be its best approximation using cuts with at most k non-zero coefficients. We consider d(P,P~k) = max_(x∈P~k) (min_(y∈P) ||x - y||) as a measure of the quality of sparse cuts. In our first result, we present general upper bounds on d(P, P~k) which depend on the number of vertices in the polytope and exhibits three phases as k increases. Our bounds imply that if P has polynomially many vertices, using half sparsity already approximates it very well. Second, we present a lower bound on d(P,P~k) for random polytopes that show that the upper bounds are quite tight. Third, we show that for a class of hard packing IPs, sparse cutting-planes do not approximate the integer hull well. Finally, we show that using sparse cutting-planes in extended formulations is at least as good as using them in the original polyhedron, and give an example where the former is actually much better.
机译:稀疏切面通常是混合整数编程(MIP)求解器中使用的切面,因为它们有助于更有效地解决分支定界过程中遇到的线性程序。但是,仅使用稀疏剖切面,我们如何近似近似整数外壳?为了更好地理解这个问题,给定一个多义型P(例如MIP的整数外壳),令P_k为使用最多k个非零系数的割的最佳近似值。我们认为d(P,P〜k)= max_(x∈P〜k)(min_(y∈P)|| x-y ||)作为稀疏切口质量的量度。在我们的第一个结果中,我们给出了d(P,P〜k)的一般上限,该上限取决于多面体中顶点的数量,并且随着k的增加而呈现出三个相位。我们的边界表明,如果P具有多个多项式的顶点,则使用半稀疏度已经很好地逼近了它。其次,我们给出了随机多边形的d(P,P〜k)的下界,这表明上限很紧。第三,我们表明,对于一类硬包装的IP,稀疏的切割平面不能很好地近似整数船体。最后,我们表明在扩展的公式中使用稀疏切面至少与在原始多面体中使用稀疏切面一样好,并给出一个示例,其中前者实际上要好得多。

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