IDEAS home Printed from https://ideas.repec.org/a/inm/ormnsc/v51y2005i11p1720-1732.html
   My bibliography  Save this article

Reduce-and-Split Cuts: Improving the Performance of Mixed-Integer Gomory Cuts

Author

Listed:
  • Kent Andersen

    (CORE, Université Catholique de Louvain, 1348 Louvain-la-Neuve, Belgium)

  • Gérard Cornuéjols

    (Tepper School of Business, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213, and LIF, Faculté des Sciences de Luminy, 13288 Marseille, France)

  • Yanjun Li

    (Krannert School of Management, Purdue University, West Lafayette, Indiana 47907)

Abstract

Mixed-integer Gomory cuts have become an integral part of state-of-the-art software for solving mixed-integer linear programming problems. Therefore, improvements in the performance of these cutting planes can be of great practical value. In this paper, we present a simple and fast heuristic for improving the coefficients on the continuous variables in the mixed-integer Gomory cuts. This is motivated by the fact that in a mixed-integer Gomory cut, the coefficient of an integer variable lies between 0 and 1, whereas for a continuous variable, there is no upper bound. The heuristic tries to reduce the coefficients of the continuous variables. We call the resulting cuts reduce-and-split cuts. We found that on several test problems, reduce-and-split cuts can substantially enhance the performance of a branch-and-bound algorithm.

Suggested Citation

  • Kent Andersen & Gérard Cornuéjols & Yanjun Li, 2005. "Reduce-and-Split Cuts: Improving the Performance of Mixed-Integer Gomory Cuts," Management Science, INFORMS, vol. 51(11), pages 1720-1732, November.
    • Handle: RePEc:inm:ormnsc:v:51:y:2005:i:11:p:1720-1732
    DOI: 10.1287/mnsc.1050.0382
    as

    Download full text from publisher

    File URL: http://dx.doi.org/10.1287/mnsc.1050.0382
    Download Restriction: no
    File URL: https://libkey.io/10.1287/mnsc.1050.0382?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. Balas, Egon & Jeroslow, Robert G., 1980. "Strengthening cuts for mixed integer programs," European Journal of Operational Research, Elsevier, vol. 4(4), pages 224-234, April.
    2. Egon Balas, 1971. "Intersection Cuts—A New Type of Cutting Planes for Integer Programming," Operations Research, INFORMS, vol. 19(1), pages 19-39, February.
    3. Gérard Cornuéjols & Yanjun Li & Dieter Vandenbussche, 2003. "K-Cuts: A Variation of Gomory Mixed Integer Cuts from the LP Tableau," INFORMS Journal on Computing, INFORMS, vol. 15(4), pages 385-396, November.
    4. Harlan Crowder & Ellis L. Johnson & Manfred Padberg, 1983. "Solving Large-Scale Zero-One Linear Programming Problems," Operations Research, INFORMS, vol. 31(5), pages 803-834, October.
    5. Egon Balas & Sebastián Ceria & Gérard Cornuéjols, 1996. "Mixed 0-1 Programming by Lift-and-Project in a Branch-and-Cut Framework," Management Science, INFORMS, vol. 42(9), pages 1229-1246, September.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Egon Balas & Gérard Cornuéjols & Tamás Kis & Giacomo Nannicini, 2013. "Combining Lift-and-Project and Reduce-and-Split," INFORMS Journal on Computing, INFORMS, vol. 25(3), pages 475-487, August.
    2. Konstantinos G. Zografos & Michael A. Madas & Konstantinos N. Androutsopoulos, 2017. "Increasing airport capacity utilisation through optimum slot scheduling: review of current developments and identification of future needs," Journal of Scheduling, Springer, vol. 20(1), pages 3-24, February.
    3. Santanu S. Dey & Andrea Lodi & Andrea Tramontani & Laurence A. Wolsey, 2014. "On the Practical Strength of Two-Row Tableau Cuts," INFORMS Journal on Computing, INFORMS, vol. 26(2), pages 222-237, May.
    4. John Heiney & Ryan Lovrien & Nicholas Mason & Irfan Ovacik & Evan Rash & Nandini Sarkar & Harry Travis & Zhenying Zhao & Kalani Ching & Shamin Shirodkar & Karl Kempf, 2021. "Intel Realizes $25 Billion by Applying Advanced Analytics from Product Architecture Design Through Supply Chain Planning," Interfaces, INFORMS, vol. 51(1), pages 9-25, February.
    5. Basu, Amitabh & Molinaro, Marco, 2015. "Characterization of the split closure via geometric lifting," European Journal of Operational Research, Elsevier, vol. 243(3), pages 745-751.
    6. Santanu S. Dey & Jean-Philippe P. Richard, 2008. "Facets of Two-Dimensional Infinite Group Problems," Mathematics of Operations Research, INFORMS, vol. 33(1), pages 140-166, February.
    7. Wesselmann, Franz & Koberstein, Achim & Suhl, Uwe H., 2011. "Pivot-and-reduce cuts: An approach for improving Gomory mixed-integer cuts," European Journal of Operational Research, Elsevier, vol. 214(1), pages 15-26, October.
    8. Haroldo G. Santos & Túlio A. M. Toffolo & Rafael A. M. Gomes & Sabir Ribas, 2016. "Integer programming techniques for the nurse rostering problem," Annals of Operations Research, Springer, vol. 239(1), pages 225-251, April.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Amitabh Basu & Robert Hildebrand & Matthias Köppe, 2016. "Light on the infinite group relaxation I: foundations and taxonomy," 4OR, Springer, vol. 14(1), pages 1-40, March.
    2. Amitabh Basu & Robert Hildebrand & Matthias Köppe, 2016. "Light on the infinite group relaxation II: sufficient conditions for extremality, sequences, and algorithms," 4OR, Springer, vol. 14(2), pages 107-131, June.
    3. Alves, Maria Joao & Climaco, Joao, 1999. "Using cutting planes in an interactive reference point approach for multiobjective integer linear programming problems," European Journal of Operational Research, Elsevier, vol. 117(3), pages 565-577, September.
    4. Egon Balas & Gérard Cornuéjols & Tamás Kis & Giacomo Nannicini, 2013. "Combining Lift-and-Project and Reduce-and-Split," INFORMS Journal on Computing, INFORMS, vol. 25(3), pages 475-487, August.
    5. Amitabh Basu & Pierre Bonami & Gérard Cornuéjols & François Margot, 2011. "Experiments with Two-Row Cuts from Degenerate Tableaux," INFORMS Journal on Computing, INFORMS, vol. 23(4), pages 578-590, November.
    6. Eva K. Lee, 2004. "Generating Cutting Planes for Mixed Integer Programming Problems in a Parallel Computing Environment," INFORMS Journal on Computing, INFORMS, vol. 16(1), pages 3-26, February.
    7. Sebastián Ceria, 2007. "A brief history of lift-and-project," Annals of Operations Research, Springer, vol. 149(1), pages 57-61, February.
    8. Egon Balas, 2005. "Projection, Lifting and Extended Formulation in Integer and Combinatorial Optimization," Annals of Operations Research, Springer, vol. 140(1), pages 125-161, November.
    9. Egon Balas & Thiago Serra, 2020. "When Lift-and-Project Cuts Are Different," INFORMS Journal on Computing, INFORMS, vol. 32(3), pages 822-834, July.
    10. Matteo Fischetti & Domenico Salvagnin, 2013. "Approximating the Split Closure," INFORMS Journal on Computing, INFORMS, vol. 25(4), pages 808-819, November.
    11. Mitchell, John E., 1997. "Fixing variables and generating classical cutting planes when using an interior point branch and cut method to solve integer programming problems," European Journal of Operational Research, Elsevier, vol. 97(1), pages 139-148, February.
    12. Jonathan Eckstein & Mikhail Nediak, 2005. "Depth-Optimized Convexity Cuts," Annals of Operations Research, Springer, vol. 139(1), pages 95-129, October.
    13. Mustafa Kılınç & Jeff Linderoth & James Luedtke & Andrew Miller, 2014. "Strong-branching inequalities for convex mixed integer nonlinear programs," Computational Optimization and Applications, Springer, vol. 59(3), pages 639-665, December.
    14. Santanu S. Dey & Andrea Lodi & Andrea Tramontani & Laurence A. Wolsey, 2014. "On the Practical Strength of Two-Row Tableau Cuts," INFORMS Journal on Computing, INFORMS, vol. 26(2), pages 222-237, May.
    15. Wesselmann, Franz & Koberstein, Achim & Suhl, Uwe H., 2011. "Pivot-and-reduce cuts: An approach for improving Gomory mixed-integer cuts," European Journal of Operational Research, Elsevier, vol. 214(1), pages 15-26, October.
    16. Egon Balas & Sebastián Ceria & Milind Dawande & Francois Margot & Gábor Pataki, 2001. "Octane: A New Heuristic for Pure 0--1 Programs," Operations Research, INFORMS, vol. 49(2), pages 207-225, April.
    17. Adam N. Letchford, 2001. "On Disjunctive Cuts for Combinatorial Optimization," Journal of Combinatorial Optimization, Springer, vol. 5(3), pages 299-315, September.
    18. William Cook & Sanjeeb Dash & Ricardo Fukasawa & Marcos Goycoolea, 2009. "Numerically Safe Gomory Mixed-Integer Cuts," INFORMS Journal on Computing, INFORMS, vol. 21(4), pages 641-649, November.
    19. Codas, Andrés & Camponogara, Eduardo, 2012. "Mixed-integer linear optimization for optimal lift-gas allocation with well-separator routing," European Journal of Operational Research, Elsevier, vol. 217(1), pages 222-231.
    20. Wei-Kun Chen & Liang Chen & Mu-Ming Yang & Yu-Hong Dai, 2018. "Generalized coefficient strengthening cuts for mixed integer programming," Journal of Global Optimization, Springer, vol. 70(1), pages 289-306, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:51:y:2005:i:11:p:1720-1732. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Chris Asher (email available below). General contact details of provider: https://edirc.repec.org/data/inforea.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.