wiki:CglSimpleRounding

CglSimpleRounding

Contributor: Robin Lougee-Heimer
Maintainer: Robin Lougee-Heimer, robinlh@…

Introduction

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.


Notes

  1. Meant as an example. Not expected to be computationally useful.
  2. Warning: Use with careful attention to data precision.

Documentation and Bug Reports

See the section "Project Links" on the Cgl main Trac page.

Last modified 12 years ago Last modified on Nov 18, 2006 12:33:21 PM