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Iterated Chvatal-Gomory cuts and the geometry of numbers

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<mark>Journal publication date</mark>2014
<mark>Journal</mark>SIAM Journal on Optimization
Issue number3
Number of pages19
Pages (from-to)1294-1312
Publication StatusPublished
Early online date23/08/14
<mark>Original language</mark>English


Chvatal-Gomory cutting planes (CG-cuts for short) are a fundamental tool in Integer Programming. Given any single CG-cut, one can derive an entire family of CG-cuts, by "iterating" its multiplier vector modulo one. This leads naturally to two questions: first, which iterates correspond to the strongest cuts, and, second, can we find such strong cuts efficiently? We answer the first question empirically, by showing that one specific approach for selecting the iterate tends to perform much better than several others. The approach essentially consists in solving a nonlinear optimization problem over a special lattice associated with the CG-cut. We then provide a partial answer to the second question, by presenting a polynomial-time algorithm that yields an iterate that is strong in a certain well-defined sense. The algorithm is based on results from the algorithmic geometry of numbers.