Arun Viswanathan, Nancy Feldman, et al.
IEEE Communications Magazine
Paper
Numerically safe gomory mixed-integer cuts
Abstract
We describe a simple process for generating numerically safe cutting planes using floating-point arithmetic and the mixed-integer rounding procedure. Applying this method to the rows of the simplex tableau permits the generation of Gomory mixed-integer cuts that are guaranteed to be satisfied by all feasible solutions to a mixed-integer programming problem (MIP). We report on tests with the MIPLIB 3.0 and MIPLIB 2003 test collections as well as with MIP instances derived from the TSPLIB traveling salesman library. © 2009 Informs.
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