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CglSimpleRounding

Stefan Vigerske edited this page Mar 9, 2019 · 2 revisions

Contributor and Maintainer: Robin Lougee-Heimer

CglSimpleRounding generators "simple rounding cuts" via the following method:

  • For each contraint, attempt to derive a ≤ inequality in all integer variables by netting out any continuous variables.
  • Divide the resulting integer inequality through by the greatest common denomimator (gcd) of the lhs coefficients.
  • Round down the rhs.

Notes:

  • The main purpose of this cut is to provide a simple example of how to write a cut generator to would-be developers. It is not expected to be computationally useful.
  • Warning: Use with careful attention to data precision.

Reference:

  • Nemhauser and Wolsey, Integer and Combinatorial Optimization, 1988, p. 211.
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