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New variants of lift-and-project cut generation from the LP tableau: open source implementation and testing.
Balas E., Bonami P.
Dans Integer Programming and Combinatorial Optimization - 12th International IPCO Conference, Ithaca : États-Unis (2007) - http://hal.archives-ouvertes.fr/hal-00421759
Communications avec actes
Informatique/Recherche opérationnelle
Mathématiques/Optimisation et contrôle
New variants of lift-and-project cut generation from the LP tableau: open source implementation and testing.
Egon Balas 1, Pierre Bonami () 2
1 :  Tepper School of Business
http://www.tepper.cmu.edu/
Carnegie Mellon University
5000 Forbes Ave., Pittsburgh, PA 15213, USA
États-Unis
2 :  Laboratoire d'informatique Fondamentale de Marseille (LIF)
http://www.lif.univ-mrs.fr/
CNRS : UMR6166 – Université de la Méditerranée - Aix-Marseille II – Université de Provence - Aix-Marseille I
CMI 39, Rue Joliot Curie 13453 MARSEILLE CEDEX 13
France
We discuss an open source implementation and preliminary computational testing of three variants of the Balas-Perregaard procedure for generating lift-and-project cuts from the original simplex tableau, two of which are new. Variant 1 is the original procedure with minor modifications. Variant 2 uses a new procedure for choosing the pivot element: After identifying the set of row candidates for an improving pivot, the pivot element (and column) is chosen by optimizing over the entries of all candidate rows. Finally, Variant 3 replaces the source row with its disjunctive modularization, and after each pivot it again modularizes the resulting source row. We report on computational results with the above three variants and their combinations on 65 MIPLIB.3 instances.
Anglais
26/06/2007

Integer Programming and Combinatorial Optimization
internationale
26/06/2007
4513/2007
89-103
Matteo Fischetti, David P. Williamson
Lecture Notes in Computer Science

12th International IPCO Conference
25/06/2007
27/06/2007
Ithaca
États-Unis