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Parallel DC Cutting Plane Algorithms for Mixed Binary Linear Program

  • Yi-Shuai NiuEmail author
  • Yu You
  • Wen-Zhuo Liu
Conference paper
Part of the Advances in Intelligent Systems and Computing book series (AISC, volume 991)

Abstract

In this paper, we propose a new approach based on DC (Difference of Convex) programming, DC cutting plane and DCA (DC Algorithm) for globally solving mixed binary linear program (MBLP). Using exact penalty technique, we can reformulate MBLP as a standard DC program which can be solved by DCA. We establish the DC cutting plane (DC cut) to eliminate local optimal solutions of MBLP provided by DCA. Combining DC cut with classical cutting planes such as lift-and-project and Gomory’s cut, we establish a DC cutting plane algorithm (DC-CUT algorithm) for globally solving MBLP. A parallel DC-CUT algorithm is also developed for taking the power of multiple CPU/GPU to get better performance in computation. Preliminary numerical results show the efficiency of our methods.

Keywords

DC programming DCA Mixed binary linear program DC cut Parallel DC-CUT algorithm 

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Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  1. 1.School of Mathematical SciencesShanghai Jiao Tong UniversityShanghaiChina
  2. 2.SJTU-Paristech Elite Institute of Technology, Shanghai Jiao Tong UniversityShanghaiChina
  3. 3.Allée des techniques avancéesEnsta ParistechPalaiseauFrance

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