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Cut search methods in integer programming
Authors:Fred Glover
Institution:(1) University of Colorado, Boulder, Colorado, USA
Abstract:Cut search is a new approach for solving integer programs based on extending edges of a cone to probe the solution space for sets of hyperplanes that are ldquoproxiesrdquo for solution points in the space. Once all proxy hyperplanes associated with a given point have been intersected by at least one of the extended edges, this point is included in a set of points to be examined for feasibility (algorithmically or by inspection). Thereupon, all edges of the cone are extended an additional distance to create a cut by passing a hyperplane through the endpoints of these extended edges.The flexibility of the cut search procedure permits a variety of strategies for exploring and cutting into the solution space. One useful version arises by taking the proxy hyperplanes to be members of a ldquopositiverdquo or ldquosemipositiverdquo coordinate system. Relative to such a system the procedure can be organized to reduce the set of vectors to be examined for feasibility and also to generate deeper cuts at the end of the edge probe.
Keywords:
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