Decision Optimization

Decision Optimization

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What's the difference between branch-and-price vs. branch-and-cut?

  • 1.  What's the difference between branch-and-price vs. branch-and-cut?

    Posted Wed February 03, 2010 10:19 PM

    Originally posted by: ilovetoyota


    What is the major difference of
    a) branch-and-cut
    b) branch-and-bound

    is there any good but concise comparson that I can quote from?

    Thanks for your answer.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: What's the difference between branch-and-price vs. branch-and-cut?

    Posted Thu February 04, 2010 10:18 AM

    Originally posted by: SystemAdmin


    As far as I'm concerned, branch-and-bound and branch-and-cut are functionally the same. Branch-and-cut is the more current terminology. In the early days of branch-and-whatever, the cuts that were added were always of the form variable <= new upper bound or variable >= new lower bound. The term "branch-and-cut" reflects a greater flexibility in current algorithms, which may separate a node using one or more arbitrary cuts. The "off the shelf" behavior of most solvers still tends to involve adding a single cut that modifies the bounds of a variable, but sometimes separation is done in a fancier way, and in particular contemporary solvers let the user select his/her own combination of cuts to use for separating a node.

    Branch-and-price refers to branch-and-cut with on-the-fly column generation. The "price" part refers to using a subproblem (or external oracle) to decide at any given node of the master problem's search tree whether to add new variables to the master problem. It has proven useful in large scale integer optimization models (airline crew scheduling is a prominent application), but AFAIK it is beyond the capabilities of typical IP solvers, both open source and commercial. You need software specifically designed to implement branch-and-price.

    /Paul

    Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
    #CPLEXOptimizers
    #DecisionOptimization