Title
An in-out approach to disjunctive optimization
Abstract
Cutting plane methods are widely used for solving convex optimization problems and are of fundamental importance, e.g., to provide tight bounds for Mixed-Integer Programs (MIPs). This is obtained by embedding a cut-separation module within a search scheme. The importance of a sound search scheme is well known in the Constraint Programming (CP) community. Unfortunately, the “standard” search scheme typically used for MIP problems, known as the Kelley method, is often quite unsatisfactory because of saturation issues. In this paper we address the so-called Lift-and-Project closure for 0-1 MIPs associated with all disjunctive cuts generated from a given set of elementary disjunction. We focus on the search scheme embedding the generated cuts. In particular, we analyze a general meta-scheme for cutting plane algorithms, called in-out search, that was recently proposed by Ben-Ameur and Neto [1]. Computational results on test instances from the literature are presented, showing that using a more clever meta-scheme on top of a black-box cut generator may lead to a significant improvement.
Year
DOI
Venue
2010
10.1007/978-3-642-13520-0_17
CPAIOR
Keywords
Field
DocType
fundamental importance,sound search scheme,kelley method,in-out search,general meta-scheme,search scheme,clever meta-scheme,in-out approach,constraint programming,plane method,plane algorithm,convex optimization,cutting plane,cutting plane method
Mathematical optimization,Cutting-plane method,Embedding,Computer science,Constraint programming,Algorithm,Cutting plane algorithm,Integer programming,Convex optimization
Conference
Volume
ISSN
ISBN
6140
0302-9743
3-642-13519-6
Citations 
PageRank 
References 
14
0.76
10
Authors
2
Name
Order
Citations
PageRank
Matteo Fischetti12505260.53
Domenico Salvagnin228921.05