[Coin-bcpdiscuss] Cutting planes with slacks

[Gleb Belov]

Dear Community

I want to have a new variable for each cutting plane, so that it is 
added and removed automatically with the cut.

Example: Chvatal-Gomory cuts can be expressed as equalities \pi x + s = 
\pi_0. Solving LP with this cut and constructing further CG cuts, they 
may have non-zero coefs for the slack of the earlier cut!

A possible trick would be to eliminate these coefficients by expressing 
s from the corresponding cut and substituting it in further cuts. But I 
am not sure about the numerical properties of such a trick.

Can this be easily solved?

With best regards
Gleb Belov

-- 
Mit freundlichen Gruessen

G. Belov
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Dr. Gleb Belov                                Gleb.Belov at tu-dresden.de
Wiss. Assistent                   http://www.math.tu-dresden.de/~belov
Technische Universitaet Dresden                 Tel: +49 351 463 34186
Institut fuer Numerische Mathematik             Fax: +49 351 463 34268
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