论文标题
$ \ MATHCAL {V} $ - 多面体析取切割
$\mathcal{V}$-Polyhedral Disjunctive Cuts
论文作者
论文摘要
我们介绍了$ \ Mathcal {V} $ - 多面体析出剪切(VPC),以从一般分离中生成有效的不等式。削减对整数编程求解器至关重要,但是只有在递归递增的削减时才能实现许多家庭的好处,从而导致数值不稳定并在几轮后“缩减”削减强度。为了减轻这些困难,VPC框架提供了一种实用的方法,可以在不诉诸于递归的情况下产生强切口。该框架以一个分离开头,该分离将可行区域的术语划分为较小的子问题,然后从分离术语中获取了点和射线的集合,我们从中构建了一个线性程序,其可行解决方案对应于有效的分解切割。尽管幼稚的实现将导致指数尺寸的优化问题,但我们展示了如何有效地构建该线性程序,因此它比替代性高维切割生成线性计划中的替代性较高的程序要小得多。这使我们能够测试由部分分支和结合树的叶子节点产生的强多标志。除了证明削减的有用的理论属性外,我们还通过开源硬币或框架中的实现来评估其性能计算。在结果中,与求解器的现有切割相比,来自强分离的VPC显着改善了差距,并且在与分支和绑定一起使用时,它们还减少了某些实例的解决时间。
We introduce $\mathcal{V}$-polyhedral disjunctive cuts (VPCs) for generating valid inequalities from general disjunctions. Cuts are critical to integer programming solvers, but the benefit from many families is only realized when the cuts are applied recursively, causing numerical instability and "tailing off" of cut strength after several rounds. To mitigate these difficulties, the VPC framework offers a practical method for generating strong cuts without resorting to recursion. The framework starts with a disjunction whose terms partition the feasible region into smaller subproblems, then obtains a collection of points and rays from the disjunctive terms, from which we build a linear program whose feasible solutions correspond to valid disjunctive cuts. Though a naïve implementation would result in an exponentially-sized optimization problem, we show how to efficiently construct this linear program, such that it is much smaller than the one from the alternative higher-dimensional cut-generating linear program. This enables us to test strong multiterm disjunctions that arise from the leaf nodes of a partial branch-and-bound tree. In addition to proving useful theoretical properties of the cuts, we evaluate their performance computationally through an implementation in the open-source COIN-OR framework. In the results, VPCs from a strong disjunction significantly improve the gap closed compared to existing cuts in solvers, and they also decrease some instances' solving time when used with branch and bound.