Cutting Plane Demonstration |
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Iterations |
Now the relaxed problem has two cuts. The cut just added is tight. It happens that Cut 1 is now loose. Frequently, cuts created early in the procedure will become loose later. We choose the Gomory cut with the largest constant to add to the LP relaxation. In this case there are two Gomory cuts with the same constant, C2 and C6. They both describe the same cut. |
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LP
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Gomory Cut |
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Gomory Cut in Original Variables |
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