How tight is the corner relaxation?

How tight is the corner relaxation?

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Article ID: iaor20091386
Country: Netherlands
Volume: 5
Issue: 2
Start Page Number: 262
End Page Number: 269
Publication Date: May 2008
Journal: Discrete Optimization
Authors: ,
Keywords: computational analysis
Abstract:

Given a mixed-integer linear programming (MILP) model and an optimal basis of the associated linear programming relaxation, the Gomory's corner relaxation is obtained by dropping nonnegativity constraints on the basic variables. Although this relaxation received a considerable attention in the literature in the last 40 years, the crucial issue of evaluating the practical quality of the corner-relaxation bound was not addressed so far. In the present paper we report, for the first time, the optimal value of the corner relaxation (in two possible variants) for a very large set of MILP instances from the literature, thus providing a missing yet very important piece of information about the practical relevance of this relaxation. The outcome of our experiments is that the corner relaxation often gives a tight approximation of the integer hull, the main so for MILPs with general-integer variables – the approximation tends to be less satisfactory when a consistent number of binary variables exists.

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