Combining lift-and-project and reduce-and-split

Egon Balas, Gérard Cornuéjols, Tamás Kis, Giacomo Nannicini

Research output: Contribution to journalArticle

5 Citations (Scopus)

Abstract

Split cuts constitute a class of cutting planes that has been successfully employed by the majority of branchand- cut solvers for mixed-integer linear programs. Given a basis of the linear programming (LP) relaxation and a split disjunction, the corresponding split cut can be computed with a closed-form expression. In this paper, we use the lift-and-project framework introduced by Balas and Perregaard to provide the basis, and the reduceand- split algorithm as described by Cornuéjols and Nannicini to compute the split disjunction. We propose a cut generation algorithm that starts from a Gomory mixed-integer cut and alternates between lift-and-project and reduce-and-split in order to strengthen it. This paper has two main contributions. First, we extend the Balas and Perregaard procedure for strengthening cuts arising from split disjunctions involving one variable to split disjunctions on multiple variables. Second, we apply the reduce-and-split algorithm to nonoptimal bases of the LP relaxation. We provide detailed computational testing of the proposed methods.

Original languageEnglish
Pages (from-to)475-487
Number of pages13
JournalINFORMS Journal on Computing
Volume25
Issue number3
DOIs
Publication statusPublished - Jun 1 2013

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Keywords

  • Branch-and-cut
  • Computational analysis
  • Integer
  • Lift-and-project
  • Programming

ASJC Scopus subject areas

  • Software
  • Information Systems
  • Computer Science Applications
  • Management Science and Operations Research

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