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Mixed 0-1 Programming by Lift-and-Project in a Branch-and-Cut Framework

Author

Listed:
  • Egon Balas

    (Graduate School of Industrial Administration, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213)

  • Sebastián Ceria

    (Graduate School of Business, Columbia University, New York, New York 10027)

  • Gérard Cornuéjols

    (Graduate School of Industrial Administration, Carnegie Mellon University, Pittsburgh, Pennsylvania 15213)

Abstract

We investigate the computational issues that need to be addressed when incorporating general cutting planes for mixed 0-1 programs into a branch-and-cut framework. The cuts we use are of the lift-and-project variety. Some of the issues addressed have a theoretical answer, but others are of an experimental nature and are settled by comparing alternatives on a set of test problems. The resulting code is a robust solver for mixed 0-1 programs. We compare it with several existing codes. On a wide range of test problems it performs as well as, or better than, some of the best currently available mixed integer programming codes.

Suggested Citation

  • Egon Balas & Sebastián Ceria & Gérard Cornuéjols, 1996. "Mixed 0-1 Programming by Lift-and-Project in a Branch-and-Cut Framework," Management Science, INFORMS, vol. 42(9), pages 1229-1246, September.
    • Handle: RePEc:inm:ormnsc:v:42:y:1996:i:9:p:1229-1246
    DOI: 10.1287/mnsc.42.9.1229
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