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How to add cutting plane constraint to LP?

  • 1.  How to add cutting plane constraint to LP?

    Posted Sun July 09, 2023 12:59 PM

    Hi

    I would like to understand how to get cutting plane constraint information added to an LP problem?

    and solve it so that the LP problem is solved a bit closer to MIP (without actually becoming a MIP)

    Here is the context of the problem.  We need to solve a series of LP problems, objective 1, then objective 2 etc

    The uploaded attachment matrix9_RLP_problem.zip has two small models

    a) matrix9.mod_prefix.RLP  :This is the pure LP problem where the variables x53  x54  x55  x56  x57  x58  x59  x60  are considered as LP variables (not integer), All other variables x1 to x52 are also LP variables

    b) matrix9.mip.RLP : This is the exact same problem as the matrix9.mod_prefix.RLP except that it is the MIP view, so x53  x54  x55  x56  x57  x58  x59  x60  are considered as Integer, (or Semi Continuous) variables. 

    These can be considered as parallel views of the problem, say matrix9.mod_prefix.RLP is the LP relaxation of the MIP problem matrix9.mip.RLP

    I would like to understand how given these two problems, can CPLEX identify which are the cutting plane constraints that should be added to the LP relaxation problem matrix9.mod_prefix.RLP (similar to Gomory cuts or cutting planes), so that when the LP relaxation problem is resolved by adding these cutting plane constraints, then the solution (though an LP) should be closer to the MIP solution.

    I am a newbie, so would appreciate any support/advise on what are the steps to add the Cutting Plane constraints to the LP relaxation matrix9.mod_prefix.RLP?  Basically what are the constraint(s) (cutting plane) that can be added to this LP relaxation. Is there a way, what are the steps to get this information directly from CPLEX and have it added to original LP relaxation problem matrix9.mod_prefix.RLP (given the parallel MIP problem matrix9.mip.RLP).  Basically i am not asking about how to run with cutting planes (or cutpass parameter) in the MIP problem.  I would like to understand how to get CPLEX to add/provide the cutting plane constraints to LP relaxation problem matrix9.mod_prefix.RLP (and get say a new LP relaxation problem e.g. matrix9.mod_prefix_with_cutting_plane_constraints.RLP).

    If there is a way to get this cutting plane constraint info through even interactive CPLEX (or OPL), could you please let me know how to get this info?

    The application uses C/C++ API to do the CPLEX solve, so alternatively if there is a way to get this Cutting Plane Constraint info from C API for the following problem, could you guide me on how to get this information, so that this cutting plane info could be added to the LP relaxation problem?

    Please point out if you need any additional info.

    Thank you in advance for your help

    Dinesh



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    Dinesh
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