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11. Cutting Plane algorithm (5 pts) Consider the following two-dimensional integer optimization problem. minimize 541 2y2 subject to 41 + 2y2 9 Yl, Y2 >
11. Cutting Plane algorithm (5 pts) Consider the following two-dimensional integer optimization problem. minimize 541 2y2 subject to 41 + 2y2 9 Yl, Y2 > 0 Yl, Y2 EZ Plot the feasible integer points of the IP and its LP relaxation. Using the picture find a sequence of cutting planes that will give you a better LP relaxation that has integer optimum. Plot all your cuts. The steps you do are purely intuitive. Next, use the Chvtal-Gomory process (non-negative combinations of current LP constraints plus rounding) to generate the cuts, until you arrive to an integer solution. Plot your cuts again. Any difference? 11. Cutting Plane algorithm (5 pts) Consider the following two-dimensional integer optimization problem. minimize 541 2y2 subject to 41 + 2y2 9 Yl, Y2 > 0 Yl, Y2 EZ Plot the feasible integer points of the IP and its LP relaxation. Using the picture find a sequence of cutting planes that will give you a better LP relaxation that has integer optimum. Plot all your cuts. The steps you do are purely intuitive. Next, use the Chvtal-Gomory process (non-negative combinations of current LP constraints plus rounding) to generate the cuts, until you arrive to an integer solution. Plot your cuts again. Any difference
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