A probabilistic comparison of the strength of split, triangle, and quadrilateral cuts (extended version)

Details A probabilistic comparison of the strength of split, triangle, and quadrilateral cuts (extended version) A probabilistic comparison of the strength of split, triangle, and quadrilateral cuts (extended version)

2010-09-27

arxiv.org/abs/1009.5253v2

Mathematics

Optimization and Control

Scientific paper

We consider mixed integer linear sets defined by two equations involving two integer variables and any number of non-negative continuous variables. The non-trivial valid inequalities of such sets can be classified into split, type 1, type 2, type 3, and quadrilateral inequalities. We use a strength measure of Goemans to analyze the benefit from adding a non-split inequality on top of the split closure. Applying a probabilistic model, we show that the importance of a type 2 inequality decreases with decreasing lattice width, on average. Our results suggest that this is also true for type 3 and quadrilateral inequalities.

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