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Mathematical Programming Computation

, Volume 1, Issue 1, pp 69–95 | Cite as

Testing cut generators for mixed-integer linear programming

  • François MargotEmail author
Full Length Paper

Abstract

In this paper, a methodology for testing the accuracy and strength of cut generators for mixed-integer linear programming is presented. The procedure amounts to random diving towards a feasible solution, recording several kinds of failures. This allows for a ranking of the accuracy of the generators. Then, for generators deemed to have similar accuracy, statistical tests are performed to compare their relative strength. An application on eight Gomory cut generators and six Reduce-and-Split cut generators is given. The problem of constructing benchmark instances for which feasible solutions can be obtained is also addressed.

Mathematics Subject Classification (2000)

90C11 Mixed-integer programming 90C57 Polyhedral combinatorics branch-and-bound branch-and-cut 

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Copyright information

© Springer and Mathematical Programming Society 2009

Authors and Affiliations

  1. 1.Tepper School of BusinessCarnegie Mellon UniversityPittsburghUSA

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