Changes between Version 1 and Version 2 of CglSimpleRounding


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Timestamp:
May 28, 2006 4:04:56 PM (13 years ago)
Author:
anonymous
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  • CglSimpleRounding

    v1 v2  
    33Contributor: Robin Loungee-Heimer[[BR]]
    44Maintainer: Robin Loungee-Heimer, robinlh@us.ibm.com
     5
     6Generates simple rounding cuts via the following method:
     7
     8 * For each contraint, attempt to derive a <= inequality in all integer variables by netting out any continuous variables.
     9
     10 * Divide the resulting integer inequality through by the greatest common denomimator (gcd) of the lhs coefficients.
     11     
     12 * Round down the rhs.
     13
     14 Warning: Use with careful attention to data precision.
     15
     16See Nemhauser and Wolsey, Integer and Combinatorial Optimization, 1988, p. 211.