Originally posted by: Hosssein

Hi,

I want to solve an integer programming model with a pure cutting plane algorithm. For some reasons, no branching is allowed and optimality must be obtained only by cutting planes. My question is that how I can get cplex to solve the IP model only using cutting planes? Please note that I am not going to generate any self-designed cut and want to let cplex generate all cuts. All data in my integer program are integer and as I know it is proved that Gomory algorithm converges in a finite number of iterations for such a model. So I guess there must be a parameter in cplex to generate Gomory cuts (and also other cuts) until the first integer solution that is also optimal is obtained. Could please help me?

Best regards,

Hossein

The cutting plane algorithm you mention only converges when using exact arithmetic (which may result in very big memory requirements).

CPLEX does not use exact rational arithmetic. Instead it uses floating point arithmetic, hence the algorithm is not guaranteed to converge and CPLEX will stop it if it looks like there is no more progress or it becomes too expensive.

The closest thing you can get is to disable heuristics, set the node limit to 0 and crank up all parameters related to cutting planes. This will most likely not solve the problem to optimality, though.