CglSimpleRounding

Contributor and Maintainer: Robin Lougee-Heimer

CglSimpleRounding generators "simple rounding cuts" via the following method:

• For each contraint, attempt to derive a ≤ inequality in all integer variables by netting out any continuous variables.
• Divide the resulting integer inequality through by the greatest common denomimator (gcd) of the lhs coefficients.
• Round down the rhs.

Notes:

• The main purpose of this cut is to provide a simple example of how to write a cut generator to would-be developers. It is not expected to be computationally useful.
• Warning: Use with careful attention to data precision.

Reference:

• Nemhauser and Wolsey, Integer and Combinatorial Optimization, 1988, p. 211.