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 language | English (US) |
---|---|
Pages (from-to) | 617-632 |
Number of pages | 16 |
Journal | SIAM Journal on Optimization |
Volume | 21 |
Issue number | 3 |
DOIs | |
State | Published - 2011 |
Keywords
- Mixed integer programs
- Probabilistic comparison
- Split cuts
- Triangle cuts