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Branch and cut [1] is a method of combinatorial optimization for solving integer linear programs (ILPs), that is, linear programming (LP) problems where some or all the unknowns are restricted to integer values. [2] Branch and cut involves running a branch and bound algorithm and using cutting planes to tighten
The following is the skeleton of a generic branch and bound algorithm for minimizing an arbitrary objective function f. [3] To obtain an actual algorithm from this, one requires a bounding function bound, that computes lower bounds of f on nodes of the search tree, as well as a problem-specific branching rule.
Algorithm, in the forms of heuristics or exact methods, such as Branch-and-Cut or Column Generation, can also be implemented. The tool calls an appropriate solver such as CPLEX or similar, to solve the optimization problem at hand. Academic licenses are free of charge. ALGLIB: A commercial edition of the copyleft licensed library. C++, C# ...
Branch and price is a branch and bound method in which at each node of the search tree, columns may be added to the linear programming relaxation (LP relaxation). At the start of the algorithm, sets of columns are excluded from the LP relaxation in order to reduce the computational and memory requirements and then columns are added back to the LP relaxation as needed.
The related branch and cut method combines the cutting plane and branch and bound methods. In any subproblem, it runs the cutting plane method until no more cutting planes can be found, and then branches on one of the remaining fractional variables.
A branch, cut and price algorithm is similar to a branch and bound algorithm but additionally includes cutting-plane methods and pricing algorithms. The user of the library can customize the algorithm in any number of ways by supplying application-specific subroutines for reading in custom data files, generating application-specific cutting ...
Another class of algorithms are variants of the branch and bound method. For example, the branch and cut method that combines both branch and bound and cutting plane methods. Branch and bound algorithms have a number of advantages over algorithms that only use cutting planes.
The knapsack problem has well-known methods to solve it, such as branch and bound and dynamic programming. The Delayed Column Generation method can be much more efficient than the original approach, particularly as the size of the problem grows.