Group for Research in Decision Analysis

Towards more practical stronger cutting plane methods

Aleksandr Kazachkov Polytechnique Montréal, Canada

Aleksandr Kazachkov

Présentation sur YouTube

There has long been a gap between the known theoretical strength of (generic) cutting planes and the comparatively simple types of cuts implemented in optimization solvers for solving integer programming problems. In this talk, we will discuss some of the challenges associated to deploying stronger cuts in practice, as well as my ongoing theoretical and computational research on this front. We will highlight the frontiers for disjunctive cuts and related recent results on the tradeoffs between sparsity, strength, and numerical stability.