Abstract
A small but notoriously hard integer program formulated by Donald Knuth fifty years ago is solved by three versions of a lexicographic algorithm using Gomory cuts. The lexicographic cutting plane algorithms are faster than CPLEX on this problem by a factor of at least 10.
References
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This note is an Addendum to [5].
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Balas, E., Fischetti, M. & Zanette, A. A hard integer program made easy by lexicography. Math. Program. 135, 509–514 (2012). https://doi.org/10.1007/s10107-011-0450-6
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DOI: https://doi.org/10.1007/s10107-011-0450-6
Keywords
- Cutting plane methods
- Gomory cuts
- Degeneracy in linear programming
- Lexicographic dual simplex
- Computational analysis