solver (Solver name (as string) to use to solve relaxed BigM and separation) – problems
solver_options (dictionary of options to pass to the solver)
stream_solver (Whether or not to display solver output)
verbose (Enable verbose output from cuttingplanes algorithm)
cuts_name (Optional name for the IndexedConstraint containing the projected) – cuts (must be a unique name with respect to the instance)
minimum_improvement_threshold (Stopping criterion based on improvement in) – Big-M relaxation. This is the minimum
difference in relaxed BigM objective
values between consecutive iterations
separation_objective_threshold (Stopping criterion based on separation) – objective. If separation objective is not
at least this large, cut generation will
terminate.
cut_filtering_threshold (Stopping criterion based on effectiveness of the) – generated cut: This is the amount by which
a cut must be violated at the relaxed bigM
solution in order to be added to the bigM model
max_number_of_cuts (The maximum number of cuts to add to the big-M model)
norm (norm to use in the objective of the separation problem)
tighten_relaxation (callback to modify the GDP model before the hull) – relaxation is taken (e.g. could be used to perform
basic steps)
create_cuts (callback to create cuts using the solved relaxed bigM and hull) – problems
post_process_cut (callback to perform post-processing on created cuts)
back_off_problem_tolerance (tolerance to use while post-processing)
zero_tolerance (Tolerance at which a float will be considered 0 when) – using Fourier-Motzkin elimination to create cuts.
do_integer_arithmetic (Whether or not to require Fourier-Motzkin elimination) – to do integer arithmetic. Only possible when all
data is integer.
tight_constraint_tolerance (Tolerance at which a constraint is considered) – tight for the Fourier-Motzkin cut generation
procedure
default (By)
is (the callbacks will be set such that the algorithm performed)
[1] (as presented in)
to (but with an additional post-processing procedure)
error (reduce numerical)
cut (fourier-motzkin elimination on the collection of constraints and the)
constraints (subject to the relaxed hull)
by (extended space perpendicular to a composite normal vector created)
tolerance. (this violation plus an additional user-specified)
addition (In)
time) (the create_cuts_fme function provides an (exponential)
eliminate (method of generating cuts which reduces numerical error (and can)
are (it if all data is integer). It collects the hull constraints which)
the (tight at the solution of the separation problem. It creates a cut in)
by
performs (summing the directions normal to these constraints. It then)
cut
which (to project out the disaggregated variables. The resulting constraint)
returned. (is most violated by the relaxed bigM solution is then)