Mixed-integer cuts from cyclic groups

Authors:
Matteo Fischetti;Cristiano Saturni
Affiliations:
DEI, Department of Information Engineering, University of Padua, Padova, Italy;DEI, Department of Information Engineering, University of Padua, Padova, Italy
Venue:
IPCO'05 Proceedings of the 11th international conference on Integer Programming and Combinatorial Optimization
Year:
2005

Citing 5
Cited 0

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Abstract

We analyze a separation procedure for Mixed-Integer Programs related to the work of Gomory and Johnson on interpolated subadditive functions. This approach has its roots in the Gomory-Johnson characterization on the master cyclic group polyhedron. To our knowledge, the practical benefit that can be obtained by embedding interpolated subadditive cuts in a cutting plane algorithm was not investigated computationally by previous authors. In this paper we compute, for the first time, the lower bound value obtained when adding (implicitly) all the interpolated subadditive cuts that can be derived from the individual rows of an optimal LP tableau, thus approximating the optimization over the so-called Gomory's Corner polyhedron. The computed bound is compared with that obtained when only Gomory mixed-integer cuts are used, on a large test-bed of MIPLIB instances.