Traveling Salesman Problem

Problem type:
MIP (medium - hard)
Keywords:
Lazy constraint callback, subtour elimination constraints, GMP, network object
Description:
In this example the (symmetric) Traveling Salesman Problem (TSP) is formulated
using subtour elimination constraints. The amount of subtour elimination constra
ints
is exponential, and therefore they are added using a lazy constraint callback. L
azy
constraints are constraints that should be satisfied by any solution to the prob
lem,
but they are not generated upfront. The lazy constraint callback checks whether
the
incumbent solution found by the solver contains subtours. If yes, then subtour
elimination constraints are added that forbid these subtours. If not, then the
incumbent solution forms a true solution of the TSP problem, as it contains only
one
tour.
This example contains several euclidean TSP instances from TSPLIB at:
http://www.iwr.uni-heidelberg.de/groups/comopt/software/TSPLIB95/
Note:
The lazy constraint callback is only supported by CPLEX and Gurobi.
References:
Applegate, D.L., R. E. Bixby, V. Chvtal, and W. J. Cook, The Traveling Salesman
Problem: A Computational Study, Princeton University Press, Princeton, 2007.