A probabilistic comparison of the strength of split, triangle, and quadrilateral cuts

A probabilistic comparison of the strength of split, triangle, and quadrilateral cuts

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Article ID: iaor20117387
Volume: 39
Issue: 4
Start Page Number: 234
End Page Number: 240
Publication Date: Jul 2011
Journal: Operations Research Letters
Authors: , ,
Keywords: cutting plane algorithms
Abstract:

We consider mixed integer linear sets defined by two equations involving two integer variables and any number of non‐negative continuous variables. We analyze the benefit from adding a non‐split inequality on top of the split closure. Applying a probabilistic model, we show that the importance of a type 2 triangle inequality decreases with decreasing lattice width, on average. Our results suggest that this is also true for type 3 triangle and quadrilateral inequalities.

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