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lp: add optional efficacy filter for Gomory cuts
Add lp.gomory_cut_efficacy_filter (default false) and lp.gomory_cut_efficacy_threshold (default 0.01). When enabled, a generated Gomory cut t >= k is discarded if its efficacy (k - t(x*))/||t||_2, the normalized distance from the LP solution to the cut hyperplane, is below the threshold. Comparison is done on squared quantities to stay rational and deterministic. Co-authored-by: Copilot <223556219+Copilot@users.noreply.github.com>
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5 changed files with 41 additions and 1 deletions
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@ -270,9 +270,13 @@ private:
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bool m_random_hammers = true;
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bool m_lcube = true;
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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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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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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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