A Probabilistic Comparison of Split and Type 1 Triangle Cuts for Two-Row Mixed-Integer Programs

We provide a probabilistic comparison of split and type 1 triangle cuts for mixed-integer programs with two rows and two integer variables in terms of cut coefficients and volume cutoff. Under a specific probabilistic model of the problem parameters, we show that for the above measure, the probabili...

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Veröffentlicht in:SIAM journal on optimization 2011-07, Vol.21 (3), p.617-632
Hauptverfasser: He, Qie, Ahmed, Shabbir, Nemhauser, George L.
Format: Artikel
Sprache:eng
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Zusammenfassung:We provide a probabilistic comparison of split and type 1 triangle cuts for mixed-integer programs with two rows and two integer variables in terms of cut coefficients and volume cutoff. Under a specific probabilistic model of the problem parameters, we show that for the above measure, the probability that a split cut is better than a type 1 triangle cut is higher than the probability that a type 1 triangle cut is better than a split cut. [PUBLICATION ABSTRACT]
ISSN:1052-6234
1095-7189
DOI:10.1137/100797254