Lately, I have been reading a lot of papers where the constraints have been tightened to include better formulations leading to decrease in optimiality gaps and also the time for solving the optimisation problem. I was wondering if there is a book or paper which folks would be aware about introducing constraint tightening in MIPs? I don't imagine it to be hit and trial approach, there definitely seems to be some good theory behind it.
1 Answer
The cutting plan algorithm is really a strange method to solve integer programming. In some cases, it works very well, and in some cases, it works vice versa. I think besides the theoretical overview of this method many trials and errors should be applied to understand how it works well on a specific problem. In this case, some resources that might be useful are:
- Integer Programming: Laurence Wolsey
- Algorithm for simplifying a set of linear inequalities
- Valid Inequalities and Strong Inequalities
- Valid Inequality Verification for MIP
- Converting Weak to Strong MIP Formulations (Gurobi webinar)
- Performance of a branch and bound algorithm VS branch-cut-heuristics
- Learning to Select Cuts for Efficient Mixed-Integer Programming
- Tobias Achtenberg PhD thesis
- Cutting Plane Separators in SCIP
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$\begingroup$ My apologies for the late response. Thanks a lot! :) $\endgroup$– IshaanApr 4, 2022 at 17:52
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