HomeTechniques and TipsEvolver and RISKOptimizerBranch Bounding and Cut

14.15. Branch Bounding and Cut

Applies to: Evolver 6.x/7.x

Does your software support the branch bounding and cut algorithm, also known as branch-and-cut, for optimization?

Yes, beginning with our release 6.0, it is supported in the OptQuest engine.

The linear programming algorithms include several version of the simplex method which are variations on three main approaches: a primal method, a dual method, and a linked primal-dual method. Problems with integer variables are addressed using a branch-and-bound algorithm with penalties based on an advanced form of probing (look-ahead analysis). Cutting plane analysis is incorporated within the probing, and so in this sense the method could also be classified as a branch-and-cut procedure.

(RISKOptimizer doesn't include linear programming functionality. RISKOptimizer is designed for optimization involving Monte Carlo simulations, and those optimization problems are never linear. If you have RISKOptimizer as part of @RISK Industrial Edition, and you want to solve linear optimizations with no stochastic element, please contact your Palisade sales manager to add Evolver on its own or as part of an upgrade to The DecisionTools Suite.)

See also: Linear Programming in Evolver.

Last edited: 2015-07-24

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