A probabilistic comparison of split and type 1 triangle cuts for two-row mixed-integer programs

Qie He, Shabbir Ahmed, George L. Nemhauser

Research output: Contribution to journalArticlepeer-review

3 Scopus citations

Abstract

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.

Original languageEnglish (US)
Pages (from-to)617-632
Number of pages16
JournalSIAM Journal on Optimization
Volume21
Issue number3
DOIs
StatePublished - 2011

Keywords

  • Mixed integer programs
  • Probabilistic comparison
  • Split cuts
  • Triangle cuts

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