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Practical strategies for generating rank-1 split cuts in mixed-integer linear programming

机译:混合整数线性规划中生成1级分割割的实用策略

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In this paper we propose practical strategies for generating split cuts, by considering integer linear combinations of the rows of the optimal simplex tableau, and deriving the corresponding Gomory mixed-integer cuts; potentially, we can generate a huge number of cuts. A key idea is to select subsets of variables, and cut deeply in the space of these variables. We show that variables with small reduced cost are good candidates for this purpose, yielding cuts that close a larger integrality gap. An extensive computational evaluation of these cuts points to the following two conclusions. The first is that our rank-1 cuts improve significantly on existing split cut generators (Gomory cuts from single tableau rows, MIR, Reduce-and-Split, Lift-and-Project, Flow and Knapsack cover): on MIPLIB instances, these generators close 24% of the integrality gap on average; adding our cuts yields an additional 5%. The second conclusion is that, when incorporated in a Branch-and-Cut framework, these new cuts can improve computing time on difficult instances.
机译:在本文中,我们通过考虑最佳单纯形表的行的整数线性组合,并推导相应的Gomory混合整数切割,提出了生成分割切割的实用策略。潜在地,我们可以产生大量的削减。一个关键的想法是选择变量的子集,并在这些变量的空间中进行深切。我们表明,成本降低的变量可以很好地实现此目的,从而减少缩小的积分缺口。对这些割减的广泛计算评估得出以下两个结论。首先是我们的1级切割比现有的分割切割生成器(单画面行的Momory切割,MIR,Reduce-and-Split,Lift-and-Project,Flow和背包背盖)显着提高:在MIPLIB实例中,这些生成器平均缩小完整性差距的24%;增加我们的削减幅度会额外增加5%。第二个结论是,将这些新的剪切合并到“分支剪切”框架中后,可以缩短困难实例的计算时间。

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