Design and verify: a new scheme for generating cutting-planes

  • Authors:
  • Santanu S. Dey;Sebastian Pokutta

  • Affiliations:
  • H. Milton Stewart School of Industrial and Systems Engineering, Georgia Institute of Technology, Atlanta, GA;Sloan School of Management, Massachusetts Institute of Technology, Cambridge, MA

  • Venue:
  • IPCO'11 Proceedings of the 15th international conference on Integer programming and combinatoral optimization
  • Year:
  • 2011

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Abstract

A cutting-plane procedure for integer programming (IP) problems usually involves invoking a black-box procedure (such as the Gomory-Chvátal (GC) procedure) to compute a cutting-plane. In this paper, we describe an alternative paradigm of using the same cuttingplane black-box. This involves two steps. In the first step, we design an inequality cx ≤ d, independent of the cutting-plane black-box. In the second step, we verify that the designed inequality is a valid inequality by verifying that the set P ∩ {x ε Rn : cx ≥ d + 1} ∩ Zn is empty using cutting-planes from the black-box. Here P is the feasible region of the linear-programming relaxation of the IP. We refer to the closure of all cutting-planes that can be verified to be valid using a specific cuttingplane black-box as the verification closure of the considered cutting-plane black-box. This paper conducts a systematic study of properties of verification closures of various cutting-plane black-box procedures.