Optimizing over the first Chvátal closure

  • Authors:
  • Matteo Fischetti;Andrea Lodi

  • Affiliations:
  • University of Padova, DEI, via Gradenigo 6A, 35131, Padova, Italy;University of Bologna, DEIS, viale Risorgimento 2, 40136, Bologna, Italy

  • Venue:
  • Mathematical Programming: Series A and B
  • Year:
  • 2007

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Abstract

How difficult is, in practice, to optimize exactly over the first Chvátal closure of a generic ILP? Which fraction of the integrality gap can be closed this way, e.g., for some hard problems in the MIPLIB library? Can the first-closure optimization be useful as a research (off-line) tool to guess the structure of some relevant classes of inequalities, when a specific combinatorial problem is addressed? In this paper we give answers to the above questions, based on an extensive computational analysis. Our approach is to model the rank-1 Chvátal-Gomory separation problem, which is known to be NP-hard, through a MIP model, which is then solved through a general-purpose MIP solver. As far as we know, this approach was never implemented and evaluated computationally by previous authors, though it gives a very useful separation tool for general ILP problems. We report the optimal value over the first Chvátal closure for a set of ILP problems from MIPLIB 3.0 and 2003. We also report, for the first time, the optimal solution of a very hard instance from MIPLIB 2003, namely nsrand-ipx, obtained by using our cut separation procedure to preprocess the original ILP model. Finally, we describe a new class of ATSP facets found with the help of our separation procedure.