11. OBJCTS
LINGO generates twelve different types of constraint cuts when solving mixed integer programs. Using the options listed below, these various classes of cuts can be enabled by setting their parameter value to 1, or disabled by setting their parameter value to 0.
The available cut classes are as follows:
Index |
Parameter Name |
Cut Type |
11 |
OBJCTS |
Objective cuts |
57 |
GUBCTS |
GUB |
58 |
FLWCTS |
Flow |
59 |
LFTCTS |
Lift |
60 |
PLOCTS |
Plant location |
61 |
DISCTS |
Disaggregation |
62 |
KNPCTS |
Knapsack cover |
63 |
LATCTS |
Lattice |
64 |
GOMCTS |
Gomory |
65 |
COFCTS |
Coefficient reduction |
66 |
GCDCTS |
Greatest common divisor |
76 |
BASCTS |
Basis cuts |
LINGO's integer programming solver performs extensive evaluation of your model in order to add constraint cuts. Constraint cuts are used to "cut" away sections of the feasible region of the continuous model (i.e., the model with integer restrictions dropped) that are not contained in the feasible region to the integer model.
On most integer models, this will accomplish two things. First, solutions to the continuous problem will tend to be more naturally integer. Thus, the branch-and-bound solver will have to branch on fewer variables. Secondly, the bounds derived from intermediate solutions will tend to be tighter, allowing the solver to "fathom" (i.e., drop from consideration) branches higher in the branch-and-bound tree. These improvements should dramatically speed solution times on most integer models. However, on some poorly formulated models, disabling one or more of the cut types may help in finding feasible solutions.
All constraint cut types are enabled by default.