[Scip] implementation of Gomory cuts

[Miles Lubin]

Sounds exactly like the implementation trick I was missing! I've
attached a minimal example for anyone interested. The behavior can be
observed by defining SCIP_DEBUG at the top of sepa_gomory.c with scip
3.0.0.

Thanks,
Miles

On Fri, Oct 12, 2012 at 1:20 PM, Domenico Salvagnin <dominiqs at gmail.com> wrote:
> Slacks are handled implicitly in substituteMIRRow (lp.c). so I don't
> think that's the problem...
>
> Domenico
>
> On Fri, Oct 12, 2012 at 12:48 PM, Miles Lubin <miles.lubin at gmail.com> wrote:
>> I may be entirely off here, but something seems strange with how the
>> MIR routines are used to generate the Gomory cuts. Currently, rows
>> from the constraint matrix A are combined by using weights from a row
>> of the basis inverse. The constraint matrix is actually of the form [
>> A -I ], where the identity part (slacks) is handled separately, but
>> the MIR routines are only combining rows of A. I don't see a reason
>> why the Gomory cut shouln't involve any of the slack variables, so by
>> combining only rows of A, it's not possible in general to generate the
>> Gomory cut.
>>
>> There could be an implementation trick that I'm missing. Any ideas?
>> (Stefan, Tobias if you're reading this.)
>>
>> Miles
>>
>> On Wed, Oct 10, 2012 at 9:46 PM, Domenico Salvagnin <dominiqs at gmail.com> wrote:
>>> I am not sure about what's happening in your instance, but the variable bound substitution may be the one to blame here (this is an heuristic that is applied after the generation of the tableau row but before the application of the GMI formula).
>>>
>>> Try setting USEVBDS to FALSE in sepa_gomory.c and see if the problem remains.
>>> In case, you can send me the instance.
>>>
>>> Domenico
>>>
>>> On Oct 10, 2012, at 8:32 PM, Miles Lubin wrote:
>>>
>>>> Hello,
>>>>
>>>> I was looking into the effectiveness of Gomory cuts on a particular
>>>> (pure) 0-1 model, and with debugging output I discovered that most of
>>>> the cuts generated were not actually added because the row activity
>>>> was less than the upper bound (so the cut is not violated).
>>>>
>>>> For example:
>>>> debug:  -> success=1: -0.666667 <= 4
>>>>
>>>> I'm a bit confused by this, because I believe Gomory cuts are
>>>> guaranteed to cut off the current LP solution (even if not by much) if
>>>> based on any row of the tableau with a fractional value. I see that
>>>> the Gomory cuts are generated using the MIR routines, as described in
>>>> Proposition 8.5 (p. 106) of Tobias Achterberg's thesis, but these are
>>>> also guaranteed to cut off the current LP solution by inspecting the
>>>> formula on p.106.
>>>>
>>>> The IP is pretty well-conditioned, so I don't believe that numerical
>>>> issues are to blame. Is there something important that I don't
>>>> understand, or could this be a bug?
>>>>
>>>> Thanks!
>>>> Miles
>>>> _______________________________________________
>>>> Scip mailing list
>>>> Scip at zib.de
>>>> http://listserv.zib.de/mailman/listinfo/scip
>>>
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