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

Cecile Cordier, Hugues Marchand, Richard Laundy and Laurence A. Wolsey ()
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Cecile Cordier: Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium
Hugues Marchand: Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium
Richard Laundy: Dash Associates, Leamington Spa
Laurence A. Wolsey: Center for Operations Research and Econometrics (CORE), Université catholique de Louvain (UCL), Louvain la Neuve, Belgium

No 1997078, LIDAM Discussion Papers CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Abstract: A branch-and-cut mixed integer programming system, called bc-opt, is described, incorporating most of the valid inequalities that have been used or suggested for such systems, namely lifted 0-1 knapsack inequalities, 0-1 gub knapsack and integer knapsack inequalities, flow cover and continuous knapsack inequalities, path inequalities for fixed charge network flow structure and Gomory mixed integer cuts. The principal development is a set of interface routines allowing these cut routines to generate cuts for new subsets or 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 solved very easily, optimal or near optimal solution are produced for 18 other instances, and of the 4 remaining instances, 3 have 0, +1, -1 matrices for which bc-opt contains no special features

Date: 1997-10-09
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