mtanneau / clap Goto Github PK

• Pre-processor for detecting implied integer variables
• Strengthening procedure
  • Linear cones (monoidal strengthening)
  • Non-linear cones

• Script for downloading instances (#9)
• Root node experiments with CPLEX
  • Without cuts
  • With Lift-and-Project only (#9)
  • All cuts
• Root node experiments with callbacks

Currently, the CGCP writes

min     α'x - β
s.t.    α =       λ - u0 * π
        α = A'v + μ + v0 * π
        β ⩽         - u0 * π0
        β ⩽ b'v     + v0 * (π0 + 1)
        λ, μ ∈ K*, u0, v0 ⩾ 0

A more compact form would be

min     λ'x - u0 * (π'x - π0) + s
s.t.    A'v - (λ - μ) + (u0 + v0) * π       = 0
        b'v + (s - t) + (u0 + v0) * π0 + v0 = 0
        λ, μ ∈ K*, u0, v0 ⩾ 0

Excluding compilation times, building the CGCP still takes 25-30% of the time it takes to solve CGCP.

Presumably closes more gap

• Extended formulation for SOCs
• Extended formulation for RSOCs

Remove from the separation all conic components of x_ that are zero. Requires a lifting operation to obtain a valid cut in the full-dimensional space.