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Complexity of branch-and-bound and cutting planes in mixed-integer optimization -- II

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arxiv 2011.05474 v4 pith:SANXBKUI submitted 2020-11-11 math.OC cs.CC

Complexity of branch-and-bound and cutting planes in mixed-integer optimization -- II

classification math.OC cs.CC
keywords cuttingplanesbranch-and-cutbranchinggivebranch-and-boundcomplexityefficiency
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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We study the complexity of cutting planes and branching schemes from a theoretical point of view. We give some rigorous underpinnings to the empirically observed phenomenon that combining cutting planes and branching into a branch-and-cut framework can be orders of magnitude more efficient than employing these tools on their own. In particular, we give general conditions under which a cutting plane strategy and a branching scheme give a provably exponential advantage in efficiency when combined into branch-and-cut. The efficiency of these algorithms is evaluated using two concrete measures: number of iterations and sparsity of constraints used in the intermediate linear/convex programs. To the best of our knowledge, our results are the first mathematically rigorous demonstration of the superiority of branch-and-cut over pure cutting planes and pure branch-and-bound.

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