Changes between Version 6 and Version 7 of CglRedSplit


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Timestamp:
May 30, 2006 7:36:29 AM (13 years ago)
Author:
guest
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  • CglRedSplit

    v6 v7  
    33Contributor: Francois Margot[[BR]]
    44Maintainer: Francois Margot, fmargot@andrew.cmu.edu
     5
     6== Introduction ==
    57
    68Reduce-and-Split cuts are variants of Gomory cuts: Starting from
     
    1113See the paper by K. Anderson, G. Cornuejols, Yanjun Li, "Reduce-and-Split Cuts: Improving the Performance of Mixed Integer Gomory Cuts", (2005), to appear in Management Science for more details.
    1214
     15-----------
     16
     17== Remarks about usage ==
     18
    1319'''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.
    1420
     
    1723
    1824Note 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.
     25
     26-----------
     27
     28== Parameters ==
    1929
    2030Parameters of the generator are listed below. Modifying the default values for parameters other than the last five might result in invalid cuts.