Cutting Planes from the Branch-and-Bound Tree: Challenges and Opportunities
指出现代混合整数线性规划求解器在分支定界树中生成切割平面过少可能过于保守,通过MIPlib 2010实例的计算实验表明,在树中生成全局有效切割能显著提升性能。
In this short paper, we argue that the standard approach adopted by modern mixed-integer linear programming solvers of using very little cutting plane generation in the branch-and-bound tree can be too conservative and lead to the loss of significant opportunities. Our observation is motivated by some relatively simple computational investigation on a couple of instances in the MIPlib 2010 collection for which the benefit of generating globally valid cuts in the tree is significant. History: This “Challenge” paper was invited by the Editor-in-Chief and based on the topics raised by the author at his plenary address at the 2022 INFORMS Computing Society Conference in Tampa, Florida.