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ps5 - Code/testing/instances/knap directory of the IE418...

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Homework 5 IE418 – Integer Programming Dr. Ralphs Due April 26, 2007 1. Nemhauser and Wolsey Section II.2.6, Problem 1. 2. Nemhauser and Wolsey Section II.2.6, Problem 4. 3. Nemhauser and Wolsey Section II.2.6, Problem 5. 4. Consider the following knapsack set. S = { x B 10 | 35 x 1 +27 x 2 +23 x 3 +19 x 4 +15 x 3 +15 x 6 +12 x 7 +8 x 8 +6 x 9 +3 x 10 39 } Using the knapsack solver 01branch and bound.run from Problem Set 3 (or any other solver of your choice), find at least three facets of the convex hull of S by lifting the bound constraints optimally. Do these facets have any recognizable structure. What are the magnitudes of the coefficients? 5. The tests below are to be with the knapsack instances in the
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Unformatted text preview: Code/testing/instances/knap directory of the IE418 SVN repository. In both cases, you can use the interactive solver to easily load each problem and change parameters between runs. (a) Using SYMPHONY , study the eﬀect of generating valid inequalities (especially cover cuts) by solving knapsack instances with and without cut generation. Report on your ﬁndings. (b) Using CPLEX, study the eﬀect of preprocessing by solving knapsack instances with and without preprocessing. Report on your ﬁndings. 1...
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