Mixed 0-1 programming by lift-and-project in a branch-and-cut framework

被引:138
作者
Balas, E [1 ]
Ceria, S [1 ]
Cornuejols, G [1 ]
机构
[1] COLUMBIA UNIV, GRAD SCH BUSINESS, NEW YORK, NY 10027 USA
关键词
integer programming; cutting planes; branch-and-bound; branch-and-cut;
D O I
10.1287/mnsc.42.9.1229
中图分类号
C93 [管理学];
学科分类号
12 ; 1201 ; 1202 ; 120202 ;
摘要
We investigate the computational issues that need to be addressed when incorporating general cutting planes for mixed 0-1 programs into a branch-and-cut framework. The cuts we use are of the lift-and-project variety. Some of the issues addressed have a theoretical answer, but others are of an experimental nature and are settled by comparing alternatives on a set of test problems. The resulting code is a robust solver for mixed 0-1 programs. We compare it with several existing codes. On a wide range of test problems it performs as well as, or better than, some of the best currently available mixed integer programming codes.
引用
收藏
页码:1229 / 1246
页数:18
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