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lp: add best-of-N efficacy-based Gomory row selection
Add lp.gomory_efficacy_select (default false) and lp.gomory_candidate_rows (default 3). When enabled, Gomory cut rows are no longer chosen by how close the basic variable is to an integer. Instead, gomory_candidate_rows integer-infeasible GMI-clean rows are sampled uniformly at random, a cut is built for each, and the most efficacious cuts whose efficacy (k - t(x*))/||t||_2 is at least gomory_cut_efficacy_threshold are added (up to num_cuts of them, best first). Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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5 changed files with 81 additions and 14 deletions
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@ -272,11 +272,15 @@ private:
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unsigned m_lcube_flips = 16;
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bool m_gomory_cut_efficacy_filter = false;
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double m_gomory_cut_efficacy_threshold = 0.01;
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bool m_gomory_efficacy_select = false;
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unsigned m_gomory_candidate_rows = 3;
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public:
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bool lcube() const { return m_lcube; }
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unsigned lcube_flips() const { return m_lcube_flips; }
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bool gomory_cut_efficacy_filter() const { return m_gomory_cut_efficacy_filter; }
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double gomory_cut_efficacy_threshold() const { return m_gomory_cut_efficacy_threshold; }
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bool gomory_efficacy_select() const { return m_gomory_efficacy_select; }
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unsigned gomory_candidate_rows() const { return m_gomory_candidate_rows; }
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unsigned dio_calls_period() const { return m_dio_calls_period; }
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unsigned & dio_calls_period() { return m_dio_calls_period; }
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unsigned dio_calls_period_decrease() const { return m_dio_calls_period_decrease; }
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