scholarly journals Face Dimensions of General-Purpose Cutting Planes for Mixed-Integer Linear Programs

2021 ◽  
pp. 399-412
Author(s):  
Matthias Walter
Keyword(s):  
Cutting Planes ◽  
General Purpose ◽  
Mixed Integer ◽  
Linear Programs ◽  
Integer Linear Programs

scholarly journals Distributionally robust mixed integer linear programs: Persistency models with applications

2014 ◽  
Vol 233 (3) ◽  
pp. 459-473 ◽  
Author(s):  
Xiaobo Li ◽  
Karthik Natarajan ◽  
Chung-Piaw Teo ◽  
Zhichao Zheng
Keyword(s):  
Mixed Integer ◽  
Linear Programs ◽  
Integer Linear Programs ◽  
Distributionally Robust

An optimality cut for mixed integer linear programs

1999 ◽  
Vol 119 (3) ◽  
pp. 671-677
Author(s):  
Gilbert Laporte ◽  
Frédéric Semet
Keyword(s):  
Mixed Integer ◽  
Linear Programs ◽  
Integer Linear Programs

scholarly journals Analyzing Infeasible Mixed-Integer and Integer Linear Programs

1999 ◽  
Vol 11 (1) ◽  
pp. 63-77 ◽  
Author(s):  
Olivier Guieu ◽  
John W. Chinneck
Keyword(s):  
Mixed Integer ◽  
Linear Programs ◽  
Integer Linear Programs

scholarly journals Conflict-Driven Heuristics for Mixed Integer Programming

2020 ◽  
Author(s):  
Jakob Witzig ◽  
Ambros Gleixner
Keyword(s):  
Integer Programming ◽  
Mixed Integer Programming ◽  
State Of The Art ◽  
Computational Study ◽  
Search Tree ◽  
General Purpose ◽  
Conflict Analysis ◽  
Mixed Integer ◽  
Linear Programs ◽  
Feasible Solutions

Two essential ingredients of modern mixed-integer programming solvers are diving heuristics, which simulate a partial depth-first search in a branch-and-bound tree, and conflict analysis, which learns valid constraints from infeasible subproblems. So far, these techniques have mostly been studied independently: primal heuristics for finding high-quality feasible solutions early during the solving process and conflict analysis for fathoming nodes of the search tree and improving the dual bound. In this paper, we pose the question of whether and how the orthogonal goals of proving infeasibility and generating improving solutions can be pursued in a combined manner such that a state-of-the-art solver can benefit. To do so, we integrate both concepts in two different ways. First, we develop a diving heuristic that simultaneously targets the generation of valid conflict constraints from the Farkas dual and the generation of improving solutions. We show that, in the primal, this is equivalent to the optimistic strategy of diving toward the best bound with respect to the objective function. Second, we use information derived from conflict analysis to enhance the search of a diving heuristic akin to classic coefficient diving. In a detailed computational study, both methods are evaluated on the basis of an implementation in the source-open-solver SCIP. The experimental results underline the potential of combining both diving heuristics and conflict analysis. Summary of Contribution. This original article concerns the advancement of exact general-purpose algorithms for solving one of the largest and most prominent problem classes in optimization, mixed-integer linear programs. It demonstrates how methods for conflict analysis that learn from infeasible subproblems can be combined successfully with diving heuristics that aim at finding primal solutions. For two newly designed diving heuristics, this paper features a thoroughly computational study regarding their impact on the overall performance of a state-of-the-art MIP solver.

scholarly journals A New General-Purpose Algorithm for Mixed-Integer Bilevel Linear Programs

2017 ◽  
Vol 65 (6) ◽  
pp. 1615-1637 ◽  
Author(s):  
Matteo Fischetti ◽  
Ivana Ljubić ◽  
Michele Monaci ◽  
Markus Sinnl
Keyword(s):  
General Purpose ◽  
Mixed Integer ◽  
Linear Programs ◽  
Bilevel Linear Programs
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