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New Variants of Lift-and-Project Cut Generation from the LP Tableau: Open Source Implementation and Testing
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New Variants of Lift-and-Project Cut Generation from the LP Tableau: Open Source Implementation and Testing
Egon Balas1 and Pierre Bonami2 
| (1) |
Tepper School of Business, Carnegie Mellon University, Pittsburgh PA, ., |
| (2) |
T.J. Watson Research Center, IBM, Yorktown Heights, NY, |
Abstract
We discuss an open source implementation and preliminary computational testing of three variants of the Balas-Perregaard procedure
for generating lift-and-project cuts from the original simplex tableau, two of which are new. Variant 1 is the original procedure
of [6] with minor modifications. Variant 2 uses a new procedure for choosing the pivot element: After identifying the set
of row candidates for an improving pivot, the pivot element (and column) is chosen by optimizing over the entries of all candidate
rows. Finally, Variant 3 replaces the source row with its disjunctive modularization, and after each pivot it again modularizes
the resulting source row. We report on computational results with the above three variants and their combinations on 65 MIPLIB.3
instances.
Keywords integer programming - branch and cut algorithms
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