Gomory Mixed Integer Cut

Version

1.0

Author

Giacomo Nannicini

Marc Pfetsch

This example provides a textbook implementation of Gomory mixed integer (GMI) cuts.

The default implementation in SCIP does not produce GMI cuts in the strict sense, since it applies the CMIR function to the aggregated row. This function can, among other things, take variable bounds into account. Thus, the resulting cuts cannot be used for comparison with standard GMI cuts. This example remedies this situation.

The implementation has been used in the paper

G. Cornuejols, F. Margot and G. Nannicini:
On the safety of Gomory cut generators.
Math. Program. Comput. 5(4), 2013.

Installation

See the Install file