Contributor: Robin Lougee-Heimer
Maintainer: Robin Lougee-Heimer, robinlh@…
CglSimpleRounding generates "simple rounding cuts" (described below). The main purpose of this cut is to provide a simple example of how to write a cut generator to would-be developers.
CglSimpleRounding generators simple rounding cuts via the following method:
- For each contraint, attempt to derive a <= inequality in all integer variables by netting out any continuous variables.
- Divide the resulting integer inequality through by the greatest common denomimator (gcd) of the lhs coefficients.
- Round down the rhs.
See Nemhauser and Wolsey, Integer and Combinatorial Optimization, 1988, p. 211.
- Meant as an example. Not expected to be computationally useful.
- Warning: Use with careful attention to data precision.
Documentation and Bug Reports
See the section "Project Links" on the Cgl main Trac page.