Extended Supporting Hyperplane (Kronqvist 2016)

Other Algorithms 1 implementation

Implementations

SHOT

Core ESH algorithm: finds boundary points for hyperplane generation.

TaskSelectHyperplanePointsESH Class:

  • run(): Process current MIP solutions
  • run(solPoints): Process specific solution points

ESH Algorithm:

  1. Take infeasible MIP solution point
  2. Use rootsearch to find boundary with feasible region
  3. Generate supporting hyperplane at boundary

Extends ECP:

  • ESH uses interior point + rootsearch
  • ECP generates cuts at infeasible point directly