Changes between Version 5 and Version 6 of CglRedSplit
 Timestamp:
 May 29, 2006 10:49:10 AM (13 years ago)
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CglRedSplit
v5 v6 9 9 cuts. The choice of the linear combinations is driven by the objective of reducing the coefficients of the non basic continuous variables in the resulting row. 10 10 11 See the paper by K. Anderson, G. Cornuejols, Yanjun Li, "ReduceandSplit Cuts: Improving the Performance of Mixed Integer Gomory Cuts", (2005), to appear in Management Science for more details. 12 11 13 '''Warning:''' This generator currently works only with the Lp solvers {{{Clp}}} or {{{Cplex9.0}}} or higher. It requires access to the optimal tableau and optimal basis inverse and makes assumptions on the way slack variables are added by the solver. The {{{Osi}}} implementations for {{{Clp}}} and {{{Cplex}}} verify these assumptions. 12 14 … … 14 16 solutions violating integrality constraints. 15 17 16 See the paper by K. Anderson, G. Cornuejols, Yanjun Li, "ReduceandSplit Cuts: Improving the Performance of Mixed Integer Gomory Cuts", (2005), to appear in Management Science for more details. 17 18 Note also that when calling the generator, the solver interface {{{si}}} must contain an optimized problem and information related to the optimal basis must be available through the {{{OsiSolverInterface}}} methods ({{{si>optimalBasisIsAvailable()}}} must return 'true'). It is also essential that the integrality of structural variable i can be obtained using {{{si>isInteger(i)}}}. 18 Note also that when calling the generator, the solver interface {{{si}}} must contain an optimized problem and information related to the optimal basis must be available through the {{{OsiSolverInterface}}} methods ({{{si>optimalBasisIsAvailable()}}} must return 'true'). It is also essential that the integrality of structural variable i can be obtained using {{{si>isInteger(i)}}}. If either of the above condition fails, no cuts are generated. 19 19 20 20 Parameters of the generator are listed below. Modifying the default values for parameters other than the last five might result in invalid cuts.