Computational Experiments with Cross and Crooked Cross Cuts

In this paper, we study whether cuts obtained from two simplex tableau rows at a time can strengthen the bounds obtained by Gomory mixed-integer (GMI) cuts based on single tableau rows. We also study whether cross and crooked cross cuts, which generalize split cuts, can be separated in an effective...

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Bibliographic Details
Main Authors: Dash, Sanjeeb, Gunluk, Oktay, Vielma, Juan Pablo
Other Authors: Sloan School of Management
Format: Article
Language:en_US
Published: Institute for Operations Research and the Management Sciences (INFORMS) 2015
Online Access:http://hdl.handle.net/1721.1/99206
https://orcid.org/0000-0003-4335-7248
Description
Summary:In this paper, we study whether cuts obtained from two simplex tableau rows at a time can strengthen the bounds obtained by Gomory mixed-integer (GMI) cuts based on single tableau rows. We also study whether cross and crooked cross cuts, which generalize split cuts, can be separated in an effective manner for practical mixed-integer programs (MIPs) and can yield a nontrivial improvement over the bounds obtained by split cuts. We give positive answers to both these questions for MIPLIB 3.0 problems. Cross cuts are a special case of the t-branch split cuts studied by Li and Richard [Li Y, Richard J-PP (2008) Cook, Kannan and Schrijvers's example revisited. Discrete Optim. 5:724–734]. Split cuts are 1-branch split cuts, and cross cuts are 2-branch split cuts. Crooked cross cuts were introduced by Dash, Günlük, and Lodi [Dash S, Günlük O, Lodi A (2010) MIR closures of polyhedral sets. Math Programming 121:33–60] and were shown to dominate cross cuts by Dash, Günlük, and Molinaro [Dash S, Günlük O, Molinaro M (2012b) On the relative strength of different generalizations of split cuts. IBM Technical Report RC25326, IBM, Yorktown Heights, NY].