Multi-Row Intersection Cuts based on the Infinity Norm

When generating multi-row intersection cuts for Mixed-Integer Linear Optimization problems, an important practical question is deciding which intersection cuts to use. Even when restricted to cuts that are facet-defining for the corner relaxation, the number of potential candidates is still very large, specially for instances of large size. In this paper, we introduce a subset … Read more

On the depth of cutting planes

We introduce a natural notion of depth that applies to individual cutting planes as well as entire families. This depth has nice properties that make it easy to work with theoretically, and we argue that it is a good proxy for the practical strength of cutting planes. In particular, we show that its value lies … Read more

Split cuts from sparse disjunctions

Split cuts are arguably the most effective class of cutting planes within a branch-and-cut framework for solving general Mixed-Integer Programs (MIP). Sparsity, on the other hand, is a common characteristic of MIP problems, and it is an important part of why the simplex method works so well inside branch-and-cut. In this work, we evaluate the … Read more

Permutations in the factorization of simplex bases

The basis matrices corresponding to consecutive iterations of the simplex method only differ in a single column. This fact is commonly exploited in current LP solvers to avoid having to compute a new factorization of the basis at every iteration. Instead, a previous factorization is updated to reflect the modified column. Several methods are known … Read more

The (not so) Trivial Lifting in Two Dimensions

When generating cutting-planes for mixed-integer programs from multiple rows of the simplex tableau, the usual approach has been to relax the integrality of the non-basic variables, compute an intersection cut, then strengthen the cut coefficients corresponding to integral non-basic variables using the so-called trivial lifting procedure. Although of polynomial-time complexity in theory, this lifting procedure … Read more

Intersection Cuts for Single Row Corner Relaxations

We consider the problem of generating inequalities that are valid for one-row relaxations of a simplex tableau, with the integrality constraints preserved for one or more non-basic variables. These relaxations are interesting because they can be used to generate cutting planes for general mixed-integer problems. We first consider the case of a single non-basic integer … Read more

Numerically safe lower bounds for the Capacitated Vehicle Routing Problem

The resolution of integer programming problems is typically performed via branch-and-bound. Nodes of the branch-and-bound tree are pruned whenever the corresponding subproblem is proven not to contain a solution better than the best solution found so far. This is a key ingredient for achieving reasonable solution times. However, since subproblems are solved in floating-point arithmetic, … Read more

An algorithm for the separation of two-row cuts

We consider the question of finding deep cuts from a model constructed with two rows of a simplex tableau. To do that, we show how to reduce the complexity of setting up the polar of such model from a quadratic number of integer hull computations to a linear number of integer hull computations. Furthermore we … Read more