| Article ID: | iaor200971982 |
| Country: | United States |
| Volume: | 21 |
| Issue: | 4 |
| Start Page Number: | 641 |
| End Page Number: | 649 |
| Publication Date: | Oct 2009 |
| Journal: | INFORMS Journal on Computing |
| Authors: | Cook William, Dash Sanjeeb, Goycoolea Marcos, Fukasawa Ricardo |
| Keywords: | cutting plane algorithms |
We describe a simple process for generating numerically safe cutting planes using floating-point arithmetic and the mixed-integer rounding procedure. Applying this method to the rows of the simplex tableau permits the generation of Gomory mixed-integer cuts that are guaranteed to be satisfied by all feasible solutions to a mixed-integer programming problem (MIP). We report on tests with the MIPLIB 3.0 and MIPLIB 2003 test collections as well as with MIP instances derived from the TSPLIB traveling salesman library.