Algorithm 26.3: Gomory cuts for linear optimization. More...

Functions
function	gomory (in A, in b, in c)
	Solve an integer optimization problem by generating valid inequalities using a Gomory cut: $\min_{x \in \mathbb{R}^n} c^T x$ subject to $Ax = b$ and $x \in \mathbb{N}^n$ where $A\in\mathbb{R}^{m\times n}$ , $b\in\mathbb{R}^m$ and $c\in \mathbb{R}^n$ . More...

Detailed Description

Algorithm 26.3: Gomory cuts for linear optimization.

Implementation of algorithm 26.3 of [1]

Note: Tested with run2604gomory.m; Tested with run2513gomory.m; Calls twoPhasesSimplex

Definition in file gomory.m.

Function Documentation

Solve an integer optimization problem by generating valid inequalities using a Gomory cut:

$\min_{x \in \mathbb{R}^n} c^T x$

subject to

$Ax = b$

and

$x \in \mathbb{N}^n$

where $A\in\mathbb{R}^{m\times n}$ , $b\in\mathbb{R}^m$ and $c\in \mathbb{R}^n$ .

Parameters

A	the constraint matrix
b	the constraint right hand side
c	the cost vector for the objective function