Date of Original Version

5-2012

Type

Working Paper

Abstract or Table of Contents

Gomory mixed-integer cuts are one of the key components in Branch-and-Cut solvers for mixed-integer linear programs. The textbook formula for generating these cuts is not used directly in open-source and commercial software due to the limited numerical precision of the computations: Additional steps are performed to avoid the generation of invalid cuts. This paper studies the impact of some of these steps on the safety of Gomory mixed-integer cut generators. As the generation of invalid cuts is a relatively rare event, the experimental design for this study is particularly important. We propose an experimental setup that allows statistically significant comparisons of generators. We also propose a parameter optimization algorithm and use it to find a Gomory mixed-integer cut generator that is as safe as a benchmark cut generator from a commercial solver even though it generates many more cuts.

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