bc-opt: a branch-and-cut code for mixed integer programs

Citation
C. Cordier et al., bc-opt: a branch-and-cut code for mixed integer programs, MATH PROGR, 86(2), 1999, pp. 335-353
Citations number
26
Categorie Soggetti
Mathematics
Journal title
MATHEMATICAL PROGRAMMING
ISSN journal
00255610 → ACNP
Volume
86
Issue
2
Year of publication
1999
Pages
335 - 353
Database
ISI
SICI code
0025-5610(199911)86:2<335:BABCFM>2.0.ZU;2-Y
Abstract
A branch-and-cut mixed integer programming system, called bc-opt, is descri bed, incorporating most of the valid inequalities that have been used or su ggested for such systems, namely lifted 0-1 knapsack inequalities, 0-1 gub knapsack and integer knapsack inequalities, flowcover and continuous knapsa ck inequalities, path inequalities for fixed charge network flow structure and Gomory mixed integer cuts. The principal development is a set of interf ace routines allowing these cut routines to generate cuts for new subsets o r aggregations of constraints. The system is built using the XPRESS Optimisation Subroutine Library (XOSL) which includes a cut manager that handles the tree and cut management, so that the user only essentially needs to develop the cut separation routines . Results for the MIPLIB3.0 library are presented -37 of the instances are so lved very easily, optimal or near optimal solution are produced for 18 othe r instances, and of the 4 remaining instances, 3 have 0, +1, -1 matrices fo r which be-opt contains no special features.