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When Lift-and-Project Cuts Are Different

Author

Listed:
  • Egon Balas

    (Tepper School of Business, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213)

  • Thiago Serra

    (Freeman College of Management, Bucknell University, Lewisburg, Pennsylvania 17837)

Abstract

In this paper, we present a method to determine if a lift-and-project cut for a mixed-integer linear program is irregular, in which case the cut is not equivalent to any intersection cut from the bases of the linear relaxation. This is an important question due to the intense research activity for the past decade on cuts from multiple rows of simplex tableau as well as on lift-and-project cuts from nonsplit disjunctions. Although it has been known for a while that lift-and-project cuts from split disjunctions are always equivalent to intersection cuts and consequently to such multirow cuts, it has been recently shown that there is a necessary and sufficient condition in the case of arbitrary disjunctions: a lift-and-project cut is regular if, and only if, it corresponds to a regular basic solution of the Cut Generating Linear Program (CGLP). This paper has four contributions. First, we state a result that simplifies the verification of regularity for basic CGLP solutions. Second, we provide a mixed-integer formulation that checks whether there is a regular CGLP solution for a given cut that is regular in a broader sense, which also encompasses irregular cuts that are implied by the regular cut closure. Third, we describe a numerical procedure based on such formulation that identifies irregular lift-and-project cuts. Finally, we use this method to evaluate how often lift-and-project cuts from simple t -branch split disjunctions are irregular, and thus not equivalent to multirow cuts, on 74 instances of the Mixed Integer Programming Library (MIPLIB) benchmarks.

Suggested Citation

  • Egon Balas & Thiago Serra, 2020. "When Lift-and-Project Cuts Are Different," INFORMS Journal on Computing, INFORMS, vol. 32(3), pages 822-834, July.
  • Handle: RePEc:inm:orijoc:v:32:y:3:i:2020:p:822-834
    DOI: 10.1287/ijoc.2019.0943
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    References listed on IDEAS

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    1. Valentin Borozan & Gérard Cornuéjols, 2009. "Minimal Valid Inequalities for Integer Constraints," Mathematics of Operations Research, INFORMS, vol. 34(3), pages 538-546, August.
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    4. Santanu S. Dey & Andrea Lodi & Andrea Tramontani & Laurence A. Wolsey, 2014. "On the Practical Strength of Two-Row Tableau Cuts," INFORMS Journal on Computing, INFORMS, vol. 26(2), pages 222-237, May.
    5. DEY, Santanu S. & WOLSEY, Laurence A., 2010. "Two row mixed-integer cuts via lifting," LIDAM Reprints CORE 2254, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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