The current cut selection algorithm used in mixed-integer programming solvers has remained largely unchanged since its creation. In this paper, we propose a set of new cut scoring measures, cut filtering techniques, and stopping criteria, extending the current state-of-the-art algorithm and obtaining a 5% performance improvement for SCIP over the MIPLIB 2017 benchmark set.

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A Context-Aware Cutting Plane Selection Algorithm for Mixed-Integer Programming

  • Mark Turner,
  • Timo Berthold,
  • Mathieu Besançon

摘要

The current cut selection algorithm used in mixed-integer programming solvers has remained largely unchanged since its creation. In this paper, we propose a set of new cut scoring measures, cut filtering techniques, and stopping criteria, extending the current state-of-the-art algorithm and obtaining a 5% performance improvement for SCIP over the MIPLIB 2017 benchmark set.