Can Cut-Generating Functions Be Good and Efficient?
Amitabh Basu, Sriram Sankaranarayanan · SIAM Journal on Optimization · 2019
Making cut-generating functions (CGFs) computationally viable is a central question in modern integer programming research. One would like to find CGFs that are simultaneously good, i.e., there are good guarantees for the cutting planes they generate, and efficient, meaning that the values of the CGFs can be computed cheaply (with procedures that have some hope of being implemented in current solvers). We investigate in this paper to what extent this balance can be struck. We propose a family of CGFs which, in a sense, achieves this harmony between good and efficient. In particular, we provide a parameterized family of $(b+\mathbb{Z}^n)$-free sets to derive CGFs from and show that our proposed CGFs give a good approximation of the closure given by CGFs obtained from all maximal $(b+\mathbb{Z}^n)$-free sets and their so-called trivial liftings, and simultaneously show that these CGFs can be computed with explicit, efficient procedures. We provide a constructive framework to identify these sets and also compute their trivial lifting. We then follow up with computational experiments to demonstrate this and to evaluate their practical use. Our proposed family of cuts seem to give some tangible improvement on randomly generated instances compared to GMI cuts; however, in MIPLIB 3.0 instances and vertex cover and stable problems on random graph instances, their performance is poor.