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
2 LIF - Laboratoire d'informatique Fondamentale de Marseille - UMR 6166

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.

Domaines: Recherche opérationnelle [math.OC]; Optimisation et contrôle [math.OC]

Egon Balas, Pierre Bonami. New variants of lift-and-project cut generation from the LP tableau: open source implementation and testing.. 12th International IPCO Conference, Jun 2007, Ithaca, United States. pp.89-103, ⟨10.1007/978-3-540-72792-7⟩. ⟨hal-00421759⟩