Numerically safe gomory mixed-integer cuts

William Cook; Sanjeeb Dash; Ricardo Fukasawa; Marcos Goycoolea

doi:10.1287/ijoc.1090.0324

Numerically safe gomory mixed-integer cuts

William Cook, Sanjeeb Dash, Ricardo Fukasawa, Marcos Goycoolea

Business School

Research output: Contribution to journal › Article › peer-review

24 Scopus citations

Abstract

We describe a simple process for generating numerically safe cutting planes using floating-point arithmetic and the mixed-integer rounding procedure. Applying this method to the rows of the simplex tableau permits the generation of Gomory mixed-integer cuts that are guaranteed to be satisfied by all feasible solutions to a mixed-integer programming problem (MIP). We report on tests with the MIPLIB 3.0 and MIPLIB 2003 test collections as well as with MIP instances derived from the TSPLIB traveling salesman library.

Original language	English
Pages (from-to)	641-649
Number of pages	9
Journal	INFORMS Journal on Computing
Volume	21
Issue number	4
DOIs	https://doi.org/10.1287/ijoc.1090.0324
State	Published - Sep 2009

Keywords

Cutting plane
Gomory cuts
Integer programming

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10.1287/ijoc.1090.0324

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Numerically safe gomory mixed-integer cuts

Abstract

Keywords

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