wiki:CglSimpleRounding

Version 3 (modified by guest, 13 years ago) (diff)

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CglSimpleRounding

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

Introduction

Generates 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

Warning: Use with careful attention to data precision.


Documentation and Bug Reports

See the "Project Links" Section on the Cgl main page