Testing cut generators for mixed-integer linear programming

  • In this paper, a methodology for testing the accuracy and strength of cut generators for mixed-integer linear programming is presented. The procedure amounts to random diving towards a feasible solution, recording several kinds of failures. This allows for a ranking of the accuracy of the generators. Then, for generators deemed to have similar accuracy, statistical tests are performed to compare their relative strength. An application on eight Gomory cut generators and six Reduce-and-Split cut generators is given. The problem of constructing benchmark instances for which feasible solutions can be obtained is also addressed.

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Metadaten
Author:François Margot
DOI:https://doi.org/10.1007/s12532-009-0003-7
ISSN:1867-2949
Parent Title (English):Mathematical Programming Computation
Publisher:Springer Science and Business Media LLC
Document Type:Article
Language:English
Year of Completion:2009
Tag:Software; Theoretical Computer Science
Volume:1
Issue:1
Page Number:27
First Page:69
Last Page:95
Mathematical Programming Computation :MPC 2009 - Issue 1
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