Local cuts for mixed-integer programming

Abstract

A general framework for cutting-plane generation was proposed by Applegate et al. in the context of the traveling salesman problem. The process considers the image of a problem space under a linear mapping, chosen so that a relaxation of the mapped problem can be solved efficiently. Optimization in the mapped space can be used to find a separating hyperplane, if one exists, and via substitution this gives a cutting plane in the original space. We extend this procedure to general mixed-integer programming problems, obtaining a range of possibilities for new sources of cutting planes. Some of these possibilities are explored computationally, both in floating-point arithmetic and in rational arithmetic. © 2013 Springer-Verlag Berlin Heidelberg and Mathematical Optimization Society.