Abstract
Branch-and-cut is the dominant paradigm for solving a wide range of mathematical programming problems—linear or nonlinear—combining intelligent search (via branch-and-bound) and relaxation-tightening procedures (via cutting planes, or cuts). While there is a wealth of computational experience behind existing cutting strategies, there is simultaneously a relative lack of theoretical explanations for these choices, and for the tradeoffs involved therein. Recent papers have explored abstract models for branching and for comparing cuts with branch-and-bound. However, to model practice, it is crucial to understand the impact of jointly considering branching and cutting decisions. In this paper, we provide a framework for analyzing how cuts affect the size of branch-and-cut trees, as well as their impact on solution time. Our abstract model captures some of the key characteristics of real-world phenomena in branch-and-cut experiments, regarding whether to generate cuts only at the root or throughout the tree, how many rounds of cuts to add before starting to branch, and why cuts seem to exhibit nonmonotonic effects on the solution process.
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Acknowledgements
The authors thank Andrea Lodi, Canada Excellence Research Chair in Data Science for Real-Time Decision Making, for financial support and creating a collaborative environment that facilitated the interactions that led to this paper, as well as Monash University for supporting Pierre’s trip to Montréal.
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Kazachkov, A.M., Le Bodic, P., Sankaranarayanan, S. (2022). An Abstract Model for Branch-and-Cut. In: Aardal, K., Sanità, L. (eds) Integer Programming and Combinatorial Optimization. IPCO 2022. Lecture Notes in Computer Science, vol 13265. Springer, Cham. https://doi.org/10.1007/978-3-031-06901-7_25
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