MPL for Windows Manual

Change XPRESS MIP Cuts Options

You can change the MIP cuts options for XPRESS by choosing XPRESS Parameters from the Options menu and then pressing the MIP Cuts tab. This will display the MIP cuts file options for XPRESS in the dialog box as shown below:

Cut Strategys

XPRESS automatically generates and applies cuts tailored to your problem. Adding cuts during the global search may lead to bound changes on variables, in addition to those imposed by the branch-and-bound algorithm, which come in to effect when branching.

The Cut strategy option has the following possible selections: Automatic (default)/No cuts; Conservative cut strategy/Aggressive cut strategy.

Cut-Off

Initial cut-off: 	Nodes in the IP tree search with an LP objective value worse than
Cut-off value are fathomed, i.e., not explored any further.  Set it to the value of a
known IP feasible solution (although this will prevent XPRESS finding that solution)
or any objective value you must better in the IP search.

Add to cut-off:	After an IP solution is found, Cut-off value is updated to be the
value of the IP solution plus Add to cut-off value.  So XPRESS will not bother
looking for other IP solutions within Add to cut-off value of the solution it has
found. Add to cut-off value would normally be positive for maximization solutions;
and negative for minimization solutions.

Percent cut-off:	After an IP solution is found, Cut-off value is updated to be
the value of the IP solution plus Percent cut-off value.  So XPRESS will not bother
looking for other IP solutions within Percent cut-off value of the solution it has
found.  

Level and Frequency

The Level and Frequency option has the following possible selections. Generate cuts every n levels: specifies the frequency at which cuts are generated in the tree search. If the depth of the node modulo this value is zero, then cuts will be generated. The default is 8. Generate cuts until n levels deep in the tree: specifies the maximum depth in the tree search at which cuts will be generated. The default is 0, so cuts are not generated in the tree by default.

Lifted Cover Inequalities

LCI at root	        Number of rounds of lifted cover inequalities at the 
                        top node, default is 2.

LCI in tree		Number of rounds of lifted cover inequalities at nodes 
                        in the tree, default is 2. 

Gomory Cuts

Gomory at root	        Number of rounds of Gomory cuts at the top node, 
                        default is 2.

Gomory in tree		Number of rounds of Gomory cuts at nodes in the tree, 
                        default is 2.

Max Cuts

The Max cuts option contains the maximum number of cuts in the cut pool. For maximum efficiency, the space-allocating Max cuts option should be specified by the user if their values are known. If this is not done, resizing will occur automatically, but more space may be allocated than the user requires. The default value is 200 cuts.

Max Nonzero Coeffs.

The Max Nonzero Coeffs. option contains the maximum number of nonzero coefficients in the cut pool.