[Coin-symphony] non-terminating problems

Michael Hennebry hennebry at web.cs.ndsu.NoDak.edu
Mon Dec 24 11:03:48 EST 2007


Also, if one has a mixed binary problem,
one can select an eps in (0, 1).
If the sum of the non-integralities is less than eps,
one can use rounding to produce a pure LP,
the solution to which might or might
not produce a new improved solution.
In either case, one is done with
those particular binary values.
They can be eliminated with a cut that will
also eliminate the slightly non-binary values.

Precison selection of eps could be tricky.
Make it too close to zero and floating point
arithmetic will make its application rare.
Make it too close to one and the cut won't change things much.
I'd be inclined to make eps one-half and not think about it to hard.

-- 
Michael   hennebry at web.cs.ndsu.NoDak.edu
"I AM DEATH, NOT TAXES.  *I* TURN UP ONLY ONCE."  --  Death




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