An Implementation of a Separation Procedure for Mixed Integer Rounding Inequalities

We describe an implementation of a separation procedure for mixed integer rounding (MIR) inequalities originally proposed by Marchand and Wolsey in 1998. This implementation is included in the Cut Generator Library of the Computational Infrastructure for Operations Research (COIN-OR), which is an initiative of open source software for Operations Research. We detail the three heuristic steps of the separation procedure and provide details of our implementation. We also give useful information for those who want to use it and for those who want to implement other cut separation procedures. Finally, we give results of computational experiments with a standard set of mixed integer problem instances and show that the performance of our implementation is comparable with other implementations.

By: João P. M. Gonçalves; Laszlo Ladanyi

Published in: RC23686 in 2005


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