Setting the Cutting Plane Strategy

Cutting planes are a major component of the mixed integer linear optimization solver, accelerating its progress by removing fractional (not integer feasible) solutions. SAS/OR 12.1 adds the CUTSTRATEGY= option in the PROC OPTMILP statement and in the SOLVE WITH MILP statement for PROC OPTMODEL, enabling you to determine the aggressiveness of your overall cutting plane strategy. This option complements the individual cut class controls (CUTCLQUE=, CUTGOMORY=, CUTMIR=, and so on), with which you can enable or disable certain cut types, and the ALLCUTS= option, which enables or disables all cutting planes. In contrast, the CUTSTRATEGY= option controls cuts at a higher level, creating a profile for cutting plane use. As the cut strategy becomes more aggressive, more effort is directed toward creating cutting planes and more cutting planes are applied. The available values of the CUTSTRATEGY= option are AUTOMATIC, BASIC, MODERATE, and AGGRESSIVE; the default is AUTOMATIC. The precise cutting plane strategy that corresponds to each of these settings can vary from problem to problem, because the strategy is also tuned to suit the problem at hand.