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How are constraints aggregated in CPLEX?

  • 1.  How are constraints aggregated in CPLEX?

    Posted 04/13/15 10:15 AM

    Originally posted by: maiklb2005


    Hello,

    As I was reading the paper Marchand, Hugues, and Laurence A. Wolsey. "Aggregation and mixed integer rounding to solve MIPs." Operations research 49.3 (2001): 363-371, I was thinking if the aggregation heuristics described in the paper are used in CPLEX. If not, what are aggregation techniques used? More importantly, how are coefficients of aggregation determined? 

    Thank you!


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  • 2.  Re: How are constraints aggregated in CPLEX?

    Posted 04/17/15 07:55 AM

    Originally posted by: PierreBonami


    Hi,

    You are asking a question that is too vast to be fully answered.

    CPLEX does generate MIR cuts using an aggregation heuristic but all the aggregations CPLEX may use are internal to the algorithm.

    The paper of Marchand and Wolsey is the seminal reference for the separation of MIR cuts (and it is a very good read). I think there they have proposals to determine good aggregations, it is a good place to start.

    I hope this helps,

    Pierre


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