A Probabilistic Comparison of Split and Type 1 Triangle Cuts for Two-Row Mixed-Integer Programs

Qie He, Shabbir Ahmed, George L. Nemhauser · SIAM Journal on Optimization · 2011

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.

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