Gomory Mixed Integer Cuts Are Optimal
Offered By: Hausdorff Center for Mathematics via YouTube
Course Description
Overview
Explore a lecture on the optimality of Gomory mixed integer cuts in combinatorial optimization. Delve into the theoretical justification for the empirical superiority of these cutting planes in mixed integer programming. Learn about the pure integer infinite group relaxation model proposed by Gomory and Johnson, and discover how Gomory mixed-integer cuts maximize the volume cut off from the nonnegative orthant. Examine the volume criterion in cyclic group problems and infinite Gomory-Johnson relaxations, and understand the proof of optimality for these cuts. Gain insights into the work of Marco Di Summa and his collaborators on this important topic in integer programming and combinatorial optimization.
Syllabus
Intro
What is a good cut?
The Gomory-Johnson relaxations
Valid functions
The volume criterion in the cyclic group problem
Optimal solution in the cyclic group problem
Rearranging the function values
Proof of optimality
The volume criterion in the infinite GJ relaxation
Proof sketch for the infinite GJ relaxation
Taught by
Hausdorff Center for Mathematics
Related Courses
Linear and Discrete OptimizationÉcole Polytechnique Fédérale de Lausanne via Coursera Operations Research (1): Models and Applications
National Taiwan University via Coursera Operations Research (2): Optimization Algorithms
National Taiwan University via Coursera Dynamic Programming, Greedy Algorithms, and Intractability
University of Colorado Boulder via Coursera Operations Research
SUNY Binghamton University via YouTube