A Computational Status Update for Exact Rational Mixed Integer Programming

被引:4
|
作者
Eifler, Leon [1 ]
Gleixner, Ambros [1 ,2 ]
机构
[1] Zuse Inst Berlin, Takustr 7, D-14195 Berlin, Germany
[2] HTW Berlin, Treskowallee 8, D-10313 Berlin, Germany
关键词
BOUNDS;
D O I
10.1007/978-3-030-73879-2_12
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
The last milestone achievement for the round-off-error-free solution of general mixed integer programs over the rational numbers was a hybrid-precision branch-and-bound algorithm published by Cook, Koch, Steffy, and Wolter in 2013. We describe a substantial revision and extension of this framework that integrates symbolic presolving, features an exact repair step for solutions from primal floating-point heuristics, employs a faster rational LP solver based on LP iterative refinement, and is able to produce independently verifiable certificates of optimality. We study the significantly improved performance and give insights into the computational behavior of the new algorithmic components. On the MIPLIB 2017 benchmark set, we observe an average speedup of 6.6x over the original framework and 2.8 times as many instances solved within a time limit of two hours.
引用
收藏
页码:163 / 177
页数:15
相关论文
共 50 条
  • [1] A computational status update for exact rational mixed integer programming
    Leon Eifler
    Ambros Gleixner
    [J]. Mathematical Programming, 2023, 197 : 793 - 812
  • [2] A computational status update for exact rational mixed integer programming
    Eifler, Leon
    Gleixner, Ambros
    [J]. MATHEMATICAL PROGRAMMING, 2023, 197 (02) : 793 - 812
  • [3] An Exact Rational Mixed-Integer Programming Solver
    Cook, William
    Koch, Thorsten
    Steffy, Daniel E.
    Wolter, Kati
    [J]. INTEGER PROGRAMMING AND COMBINATORAL OPTIMIZATION, IPCO 2011, 2011, 6655 : 104 - 116
  • [4] A hybrid branch-and-bound approach for exact rational mixed-integer programming
    Cook W.
    Koch T.
    Steffy D.E.
    Wolter K.
    [J]. Mathematical Programming Computation, 2013, 5 (3) : 305 - 344
  • [5] Exact Sparse Approximation Problems via Mixed-Integer Programming: Formulations and Computational Performance
    Bourguignon, Sebastien
    Ninin, Jordan
    Carfantan, Herve
    Mongeau, Marcel
    [J]. IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2016, 64 (06) : 1405 - 1419
  • [6] Valid Linear Programming Bounds for Exact Mixed-Integer Programming
    Steffy, Daniel E.
    Wolter, Kati
    [J]. INFORMS JOURNAL ON COMPUTING, 2013, 25 (02) : 271 - 284
  • [7] Computational aspects of infeasibility analysis in mixed integer programming
    Jakob Witzig
    Timo Berthold
    Stefan Heinz
    [J]. Mathematical Programming Computation, 2021, 13 : 753 - 785
  • [8] Computational aspects of infeasibility analysis in mixed integer programming
    Witzig, Jakob
    Berthold, Timo
    Heinz, Stefan
    [J]. MATHEMATICAL PROGRAMMING COMPUTATION, 2021, 13 (04) : 753 - 785
  • [9] Computational study of search strategies for mixed integer programming
    Linderoth, JT
    Savelsbergh, MWP
    [J]. INFORMS JOURNAL ON COMPUTING, 1999, 11 (02) : 173 - 187
  • [10] Exact augmented Lagrangian duality for mixed integer linear programming
    Feizollahi, Mohammad Javad
    Ahmed, Shabbir
    Sun, Andy
    [J]. MATHEMATICAL PROGRAMMING, 2017, 161 (1-2) : 365 - 387