The University of Jordan

Department of Mathematics
Branch and Cut
Prepared and presented by :
Heythem Marhoune Sid Ahmed Benchiha
Amina-Zahra Rezazgui Ibtissem Ben Kemache
Hanaa Kerim Lilia Benakkouche
Sara Chabbi Sara Boutata

Supervised and edited by : Dr. Baha Alzalg

Integer and Combinatorial Optimization (0301973)

Spring 2018
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 Sommaire

1 Introduction

2 Description of the Branch and Cut Method

3 Example of the Branch and Cut Paradigm

4 Conclusion

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 Introduction

Classification

An integer programming problem is a mathematical optimization or

feasibility program in which some or all of the variables are restricted
to be integers which is very difficult to solve. However, there are
three different types of algorithms :
1 Exact algorithms.
2 Approximation algorithms.
3 Heuristic algorithms.

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 Introduction

Exact Algorithms

Examples of exact algorithms designed and used to solve

combinatorial optimization problems :
1 Cutting Plane Method.
2 Branch and Bound Method.
3 Branch and Cut Method.
4 Dynamic Programming.
In this work, we present a method called the
Branch and Cut Method.

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 Description of the Branch and Cut Method

Description

The Branch and Cut Method is a combinatorial optimization

algorithm for solving IPL. This method uses both the Branch and
Bound Method and the Cutting Plane Method.
In particular, we augment the formulation of subproblem with
additional cuts, in order to improve the bounds obtained from the
linear programming relaxations. We illustrate the method with an
example.

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 Example of the Branch and Cut Paradigm

An Example

Consider the integer programming problem



 min −6x1 − 5x2
s.t. 3x1 + x2 ≤ 11

(F )

 −x 1 + 2x2 ≤ 5
x1 , x2 ≥ 0 and both integers.


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 Example of the Branch and Cut Paradigm

As illustrated in Figure 1. The feasible integer points are marked.

The linear programming relaxation (or LP relaxation) is obtained by
ignoring the integrality restrictions and is indicated by the polyhedron
contained in the solid lines.

Figure 1 : Two dimensional integer programming problem of our Ex.

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 Example of the Branch and Cut Paradigm

The Branch and Cut Method  first solves  the linear programming
3 5 1
relaxation, giving the point 2 + , 3 + , with value - 33 − .
7 7 7
There is now a choice : Should the LP relaxation be improved by
adding a cutting plane, for example, x1 + x2 ≤ 5, or should the
problem be divided into two by splitting on a variable ?
If the algorithm splits on x1 , two new problems are obtained :

(F1 ) (F2 )

min −6x1 − 5x2 min −6x1 − 5x2

s.t. 3x1 + x2 ≤ 11 s.t. 3x1 + x2 ≤ 11
−x1 + 2x2 ≤ 5 −x1 + 2x2 ≤ 5
x1 ≥ 3 x1 ≤ 2
x1 , x2 ≥ 0 x1 , x2 ≥ 0
x1 , x2 ∈ Z. x1 , x2 ∈ Z.

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 Example of the Branch and Cut Paradigm

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 Example of the Branch and Cut Paradigm

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 Example of the Branch and Cut Paradigm

The optimal solution to the original problem will be better than the
solutions of these two subproblems. The solution of the linear
programming relaxation of (F1 ) is (3, 2), with the optimal value −28.
This solution is integral, so it solves (F1 ), and becomes the
incumbent best known feasible solution. The LP relaxation of (F2 )
has optimal solution (2, 3.5), with the optimal value −29.5. This
point is non-integral, so it does not solve (F2 ), and hence it must be
attacked further.

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 Example of the Branch and Cut Paradigm

Assume the algorithm uses a cutting plane approach and adds the
inequality 2x1 + x2 ≤ 7 to (F2 ). This is a valid inequality, for which it
is satisfied by every integral point that is feasible in (F2 ). Further,
this inequality is violated by (2, 3.5), so it is a cutting plane. The
resulting subproblem is :


 min −6x1 − 5x2
s.t. 3x1 + x2 ≤ 11




−x1 + 2x2 ≤ 5

(F3 )

 x1 ≤ 2
2x1 + x2 ≤ 7




x1 , x2 ≥ 0 and both integers.


The LP relaxation of (F3 ) has the optimal solution (1.8, 3.4) with the
optimal value −27.8.

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 Example of the Branch and Cut Paradigm

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 Example of the Branch and Cut Paradigm

Notice that the optimal value for this modified relaxation is larger
than the value of the incumbent solution. The value of the optimal
integral solution for the second subproblem must be at least as large
as the value of the relaxation.
Therfore, the incumbent solution is batter than any feasible integral
solution for (F3 ), so it actually solves the original problem.

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 Example of the Branch and Cut Paradigm

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 Example of the Branch and Cut Paradigm

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 Conclusion

Conclusion

There are some methods to solve the mixed-integer linear

programming. The Gomory Cutting Plane Method is fast, but
unreliable. Branch and Bound Method is reliable but slow. The
Branch and Cut Method combines the advantages from these two
methods and improve the defects. It has proven to be a very
successful approach for solving a wide variety of integer programming
problems. We can solve the MILP by taking some cutting planes
before apply the whole system to the branch and bound. Branch and
Cut Method is not only reliable, but also faster than branch and
bound alone. Finally, we understand that using Branch and Cut
Method is more efficient than using the Branch and Bound Method.

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