CglMixedIntegerRounding

Contributor: Joao Goncalves, Laszlo Ladanyi

Maintainer: Joao Goncalves

Generates mixed integer rounding cuts.

Another mixed integer rounding cut generator, CglMixedIntegerRounding2, is very similar. CglMixedIntegerRounding uses CoinPackedVector whereas CglMixedIntegerRounding2 uses CoinIndexedVector. Depending on the size of the problem, one generator might be faster than the other.

References:

• An Implementation of a Separation Procedure for Mixed Integer Rounding Inequalities by J. Goncalves and L. Ladanyi.
• H. Marchand and L. A. Wolsey, Aggregation and Mixed Integer Rounding to Solve MIPs, Operations Research, 49 (3), 2001.