Four Good Reasons to Use an Interior Point Solver Within a MIP Solver

摘要

1 Introduction: MIP and the Analytic Center Mixed integer programming (MIP) is one of the most important techniques in Operations Research and Discrete Optimization. A mixed integer program is an optimization problem of the form: {formula} with matrix A ∈ R~(m×n),vectors b ∈ R~m and c ∈ R~n, and a subset I ? N :={1,..., n}. The LP relaxation of a MIP is the continuous optimization problem which we get by dropping the integrality requirements of (1). The feasible region of the LP relaxation is a polyhedron. For an introduction to MIP, see [19].