Complexity of branch-and-bound and cutting planes in mixed-integer optimization -- II
Abstract
We study the complexity of cutting planes and branching schemes from a theoretical point of view. We give some rigorous underpinnings to the empirically observed phenomenon that combining cutting planes and branching into a branch-and-cut framework can be orders of magnitude more efficient than employing these tools on their own. In particular, we give general conditions under which a cutting plane strategy and a branching scheme give a provably exponential advantage in efficiency when combined into branch-and-cut. The efficiency of these algorithms is evaluated using two concrete measures: number of iterations and sparsity of constraints used in the intermediate linear/convex programs. To the best of our knowledge, our results are the first mathematically rigorous demonstration of the superiority of branch-and-cut over pure cutting planes and pure branch-and-bound.
Cite
@article{arxiv.2011.05474,
title = {Complexity of branch-and-bound and cutting planes in mixed-integer optimization -- II},
author = {Amitabh Basu and Michele Conforti and Marco Di Summa and Hongyi Jiang},
journal= {arXiv preprint arXiv:2011.05474},
year = {2021}
}