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An Abstract Model for Branching and its Application to Mixed Integer Programming

机译:一种抽象的分支模型及其在混合整数中的应用   程序设计

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摘要

The selection of branching variables is a key component of branch-and-boundalgorithms for solving Mixed-Integer Programming (MIP) problems since thequality of the selection procedure is likely to have a significant effect onthe size of the enumeration tree. State-of-the-art procedures base theselection of variables on their "LP gains", which is the dual bound improvementobtained after branching on a variable. There are various ways of selectingvariables depending on their LP gains. However, all methods are evaluatedempirically. In this paper we present a theoretical model for the selection ofbranching variables. It is based upon an abstraction of MIPs to a simplersetting in which it is possible to analytically evaluate the dual boundimprovement of choosing a given variable. We then discuss how the analyticalresults can be used to choose branching variables for MIPs, and we giveexperimental results that demonstrate the effectiveness of the method on MIPLIB2010 "tree" instances where we achieve a 5% geometric average time and nodeimprovement over the default rule of SCIP, a state-of-the-art MIP solver.
机译:分支变量的选择是解决混合整数规划(MIP)问题的分支定界算法的关键组成部分,因为选择过程的质量可能会对枚举树的大小产生重大影响。最先进的程序将变量的选择基于其“ LP增益”,这是分支到变量后获得的双界改进。根据变量的LP增益,有多种选择变量的方法。但是,所有方法都根据经验进行评估。在本文中,我们提出了用于选择分支变量的理论模型。它基于对MIP的抽象到一个更简单的设置,在该设置中可以分析地评估选择给定变量的双重边界改进。然后,我们讨论如何将分析结果用于选择MIP的分支变量,并给出实验结果,证明该方法在MIPLIB2010“树”实例上的有效性,该实例实现了5%的几何平均时间,并且对SCIP的默认规则进行了节点改进,最新的MIP求解器。

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