Skip to main content
Log in

On Disjunctive Cuts for Combinatorial Optimization

  • Published:
Journal of Combinatorial Optimization Aims and scope Submit manuscript

Abstract

In the successful branch-and-cut approach to combinatorial optimization, linear inequalities are used as cutting planes within a branch-and-bound framework. Although researchers often prefer to use facet-inducing inequalities as cutting planes, good computational results have recently been obtained using disjunctive cuts, which are not guaranteed to be facet-inducing in general.

A partial explanation for the success of the disjunctive cuts is given in this paper. It is shown that, for six important combinatorial optimization problems (the clique partitioning, max-cut, acyclic subdigraph, linear ordering, asymmetric travelling salesman and set covering problems), certain facet-inducing inequalities can be obtained by simple disjunctive techniques. New polynomial-time separation algorithms are obtained for these inequalities as a by-product.

The disjunctive approach is then compared and contrasted with some other ‘general-purpose’ frameworks for generating cutting planes and some conclusions are made with respect to the potential and limitations of the disjunctive approach.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • E. Balas, “Disjunctive programming,” Annals of Discr. Math., vol. 5, pp. 3-51, 1979.

    Google Scholar 

  • E. Balas, “Disjunctive programming: Properties of the convex hull of feasible points,” Discr. Appl. Math., vol. 89, pp. 3-44, 1998.

    Google Scholar 

  • E. Balas, S. Ceria, and G. Cornuéjols, “A lift-and-project cutting plane algorithm for mixed 0-1 programs,” Math. Program., vol. 58, pp. 295-324, 1993.

    Google Scholar 

  • E. Balas, S. Ceria, and G. Cornuéjols, “Mixed 0-1 programming by lift-and-project in a branch-and-cut framework,” Mgt. Sci., vol. 42, pp. 1229-1246, 1996a.

    Google Scholar 

  • E. Balas, S. Ceria, G. Cornuéjols, and N. Natraj, “Gomory cuts revisited,” Oper. Res. Lett., vol. 19, pp. 1-9, 1996b.

    Google Scholar 

  • E. Balas, S. Ceria, G. Cornuéjols, and G. Pataki, “Polyhedral methods for the maximum clique problem,” Technical Report, Carnegie Mellon University, Pittsburgh, USA(1994).

    Google Scholar 

  • E. Balas and R.G. Jeroslow, “Strengthening cuts for mixed integer programs,” Eur. J. Opl Res., vol. 4, pp. 224-234, 1980.

    Google Scholar 

  • E. Balas and S.M. Ng, “On the set covering polytope I: All the facets with coefficients in {0, 1, 2},” Math. Program., vol. 43, pp. 57-69, 1989.

    Google Scholar 

  • F. Barahona and A.R. Mahjoub, “On the cut polytope,” Math. Program., vol. 36, pp. 157-173, 1986.

    Google Scholar 

  • R. Borndörfer and R. Weismantel, “Set packing relaxations of integer programs,” Math. Program., vol. 88, pp. 425-450, 2000.

    Google Scholar 

  • R. Borndörfer and R. Weismantel, “Discrete relaxations of combinatorial programs,” Preprint SC 97-54, Zentrum für Informationstechnik, Berlin, 1997.

    Google Scholar 

  • A. Caprara and M. Fischetti, “{0, 1/2}-Chvátal-Gomory cuts,” Math. Program., vol. 74, pp. 221-235, 1996.

    Google Scholar 

  • A. Caprara and M. Fischetti, “Branch-and-cut algorithms,” in Annotated Bibliographies in Combinatorial Optimization, M. Dell'Amico, F. Maffioli, and S. Martello (Eds.), Wiley: New York, 1997.

    Google Scholar 

  • S. Ceria, P. Nobili, and A. Sassano, “Set covering problem,” in Annotated Bibliographies in Combinatorial Optimization, M. Dell'Amico, F. Maffioli, and S. Martello (Eds.), Wiley: New York, 1997.

    Google Scholar 

  • S. Chopra and M.R. Rao, “The partition problem,” Math. Program., vol. 59, pp. 87-115, 1993.

    Google Scholar 

  • V. Chvátal, “Edmonds polytopes and a hierarchy of combinatorial problems,” Discr. Math., vol. 4, pp. 305-337, 1973.

    Google Scholar 

  • W. Cook, R. Kannan, and A.J. Schrijver, “Chvátal closures for mixed integer programming problems,” Math. Program., vol. 47, pp. 155-174, 1990.

    Google Scholar 

  • M. Deza, M. Grötschel, and M. Laurent, “Clique-web facets for multicut polytopes,” Math. Oper. Res., vol. 17, pp. 981-1000, 1992.

    Google Scholar 

  • J. Edmonds, “Maximum matching and a polyhedron with 0, 1-vertices,” J. Res. Nat. Bur. Standards B, vol. 69, pp. 125-130, 1965.

    Google Scholar 

  • R. Euler, M. Jünger, and G. Reinelt, “Generalizations of cliques, odd cycles and anticycles and their relation to independence system polyhedra,” Math. Oper. Res., vol. 12, pp. 451-462, 1987.

    Google Scholar 

  • M. Fischetti, “Facets of the asymmetric travelling salesman polytope,” Math. Oper. Res., vol. 16, pp. 42-56, 1991.

    Google Scholar 

  • M. Fischetti and P. Toth, “A polyhedral approach to the asymmetric travelling salesman problem,” Management Science, vol. 43, pp. 1520-1536, 1997.

    Google Scholar 

  • A.M.H. Gerards, “Testing the odd bicycle wheel inequalities for the bipartite subgraph polytope,” Math. Oper. Res., vol. 10, pp. 359-360, 1985.

    Google Scholar 

  • R.E. Gomory, “An algorithm for integer solutions to linear programs,” in Recent Advances in Mathematical Programming, R.L. Graves and P. Wolfe (Eds.), McGraw-Hill: New York, 1963.

    Google Scholar 

  • M. Grötschel, M. Jünger, and G. Reinelt, “On the acyclic subdigraph polytope,” Math. Program., vol. 33, pp. 28-42, 1985a.

    Google Scholar 

  • M. Grötschel, M. Jünger, and G. Reinelt, “Facets of the linear ordering polytope,” Math. Program., vol. 33, pp. 43-60, 1985b.

    Google Scholar 

  • M. Grötschel, L. Lovász, and A.J. Schrijver, Geometric Algorithms and Combinatorial Optimization, Wiley: New York, 1988.

    Google Scholar 

  • M. Grötschel and M.W. Padberg, “Polyhedral theory,” in The Traveling Salesman Problem, E.L. Lawler, J.K. Lenstra, A.H.G. Rinnooy-Kan, and D. Shmoys (Eds.), Wiley: Chichester, 1985.

    Google Scholar 

  • M. Grötschel and Y. Wakabayashi, “Facets of the clique partitioning polytope,” Math. Program., vol. 47, pp. 367-383, 1990.

    Google Scholar 

  • K.L. Hoffman and M.W. Padberg, “Solving air-crew scheduling problems by branch-and-cut,” Mgt. Sci., vol. 39, pp. 657-682, 1993.

    Google Scholar 

  • L. Lovász and A.J. Schrijver, “Cones of matrices and set-functions and 0-1 optimization,” SIAM J. Opn., vol. 1, pp. 166-190, 1991.

    Google Scholar 

  • R. Müller and A. Schulz, “Transitive packing,” in Integer Programming and Combinatorial Optimization, Lecture Notes in Computer Science 1084, W.H. Cunningham, S.T. McCormick, and M. Queyranne (Eds.), Springer: Berlin, 1996.

    Google Scholar 

  • G.L. Nemhauser and L.A. Wolsey, Integer and Combinatorial Optimization, Wiley: New York, 1988.

    Google Scholar 

  • G.L. Nemhauser and L.A. Wolsey, “A recursive procedure to generate all cuts for 0-1 mixed integer programs,” Math. Program., vol. 46, pp. 379-390, 1990.

    Google Scholar 

  • M.W. Padberg and M. Grötschel, “Polyhedral computations,” in The Traveling Salesman Problem, E.L. Lawler, J.K. Lenstra, A.H.G. Rinnooy-Kan, and D. Shmoys (Eds.), Wiley: Chichester, 1985.

    Google Scholar 

  • M.W. Padberg and M.R. Rao, “Odd minimum cut-sets and b-matchings,” Math. Oper. Res., vol. 7, pp. 67-80, 1982.

    Google Scholar 

  • M.W. Padberg and G. Rinaldi, “A branch-and-cut algorithm for the resolution of large-scale symmetric travelling salesman problems,” SIAM Rev., vol. 33, pp. 60-100, 1991.

    Google Scholar 

  • S. Poljak and D. Turzik, “Max-cut in circulant graphs,” Discr. Math., vol. 108, pp. 379-392, 1992.

    Google Scholar 

  • A. Sassano, “On the facial structure of the set covering polytope,” Math. Program., vol. 44, pp. 181-202, 1989.

    Google Scholar 

  • H.D. Sherali and W.P. Adams, “A hierarchy of relaxations between the continuous and convex hull representations for zero-one programming problems,” SIAM J. Discr. Math., vol. 3, pp. 411-430, 1990.

    Google Scholar 

  • H.D. Sherali and Y. Lee, “Tighter representations for set partitioning problems,” Discr. Appl. Math., vol. 68, pp. 153-167, 1996.

    Google Scholar 

  • M. Yannakakis, “Expressing combinatorial optimization problems by linear programs,” J. Compt. Syst. Sci., vol. 43, pp. 441-466, 1991.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Rights and permissions

Reprints and permissions

About this article

Cite this article

Letchford, A.N. On Disjunctive Cuts for Combinatorial Optimization. Journal of Combinatorial Optimization 5, 299–315 (2001). https://doi.org/10.1023/A:1011493126498

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1023/A:1011493126498

Navigation