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 |
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Hauptverfasser: | , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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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] |
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ISSN: | 1052-6234 1095-7189 |
DOI: | 10.1137/100797254 |