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Cutting Plane Methods in Python (CuPPy)

Project description

A collection of ‘naive’ implementations of basic

cutting plane algorithms in Python. The collection contains a generator for Gomory Mixed Integer cuts and one for generating the most violated split cut using the method of Saxena and Balas.

The idea is for these implementations to be as transparent as possible. I intend them mainly for educational use. They will most certainly not be effective in a real-world environment. Even on small examples, it is easy to run into numerical difficulties.

The underlying solvers are Clp (https://projects.coin-or.org/Clp) and Cbc (https://projects.coin-or.org/Cbc), which is called via the Python bindings of CyLP (https://github.com/coin-or/CyLP). Through CyLP, one can easily add these as cut generators within Cbc.

The cutting plane procedure can be visualized for 2D examples using the polyhedron2D class of GrUMPy (https://github.com/coin-or/GrUMPy).

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