Can pure cutting plane algorithms work?

Authors:
Arrigo Zanette;Matteo Fischetti;Egon Balas
Affiliations:
DEI, University of Padova;DEI, University of Padova;Carnegie Mellon University, Pittsburgh, PA
Venue:
IPCO'08 Proceedings of the 13th international conference on Integer programming and combinatorial optimization
Year:
2008

Citing 4
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Abstract

We discuss an implementation of the lexicographic version of Gomory's fractional cutting plane method and of two heuristics mimicking the latter. In computational testing on a battery of MIPLIB problems we compare the performance of these variants with that of the standard Gomory algorithm, both in the single-cut and in the multi-cut (rounds of cuts) version, and show that they provide a radical improvement over the standard procedure. In particular, we report the exact solution of ILP instances from MIPLIB such as stein15, stein27, and bm23, for which the standard Gomory cutting plane algorithm is not able to close more than a tiny fraction of the integrality gap. We also offer an explanation for this surprizing phenomenon.