Related papers: Conflict-Driven Heuristics for Mixed Integer Progr…
Primal heuristics are important for solving mixed integer linear programs, because they find feasible solutions that facilitate branch and bound search. A prominent group of primal heuristics are diving heuristics. They iteratively modify…
Semi-continuous decision variables arise naturally in many real-world applications. They are defined to take either value zero or any value within a specified range, and occur mainly to prevent small nonzero values in the solution. One…
The analysis of infeasible subproblems plays an import role in solving mixed integer programs (MIPs) and is implemented in most major MIP solvers. There are two fundamentally different concepts to generate valid global constraints from…
Mixed Integer Programming (MIP) solvers rely on an array of sophisticated heuristics developed with decades of research to solve large-scale MIP instances encountered in practice. Machine learning offers to automatically construct better…
We present a solver for Mixed Integer Programs (MIP) developed for the MIP competition 2022. Given the 10 minutes bound on the computational time established by the rules of the competition, our method focuses on finding a feasible solution…
For almost two decades, mixed integer programming (MIP) solvers have used graph-based conflict analysis to learn from local infeasibilities during branch-and-bound search. In this paper, we improve MIP conflict analysis by instead using…
This paper proposes a novel primal heuristic for Mixed Integer Programs, by employing machine learning techniques. Mixed Integer Programming is a general technique for formulating combinatorial optimization problems. Inside a solver, primal…
Primal heuristics play a crucial role in exact solvers for Mixed Integer Programming (MIP). While solvers are guaranteed to find optimal solutions given sufficient time, real-world applications typically require finding good solutions early…
Conflict learning algorithms are an important component of modern MIP and CP solvers. But strong conflict information is typically gained by depth-first search. While this is the natural mode for CP solving, it is not for MIP solving. Rapid…
Conflict analysis has been successfully generalized from Boolean satisfiability (SAT) solving to mixed integer programming (MIP) solvers, but although MIP solvers operate with general linear inequalities, the conflict analysis in MIP has…
In line with the growing trend of using machine learning to help solve combinatorial optimisation problems, one promising idea is to improve node selection within a mixed integer programming (MIP) branch-and-bound tree by using a learned…
In this paper, we propose novel mixed-integer linear programming (MIP) formulations to model decision problems posed as influence diagrams. We also present a novel heuristic that can be employed to warm start the MIP solver, as well as…
This paper surveys the trend of leveraging machine learning to solve mixed integer programming (MIP) problems. Theoretically, MIP is an NP-hard problem, and most of the combinatorial optimization (CO) problems can be formulated as the MIP.…
Mixed Integer Programming (MIP) is NP-hard, and yet modern solvers often solve large real-world problems within minutes. This success can partially be attributed to heuristics. Since their behavior is highly instance-dependent, relying on…
This paper is a short report about our work for the primal task in the Machine Learning for Combinatorial Optimization NeurIPS 2021 Competition. For each dataset of our interest in the competition, we propose customized primal heuristic…
Mixed-Integer Programming (MIP), particularly Mixed-Integer Linear Programming (MILP) and Mixed-Integer Quadratic Programming (MIQP), has found extensive applications in domains such as portfolio optimization and network flow control, which…
Mixed Integer Programming (MIP) is one of the most widely used modeling techniques for combinatorial optimization problems. In many applications, a similar MIP model is solved on a regular basis, maintaining remarkable similarities in model…
This paper explores reoptimization techniques for solving sequences of similar mixed integer programs (MIPs) more effectively. Traditionally, these MIPs are solved independently, without capitalizing on information from previously solved…
Probing in mixed-integer programming (MIP) is a technique of temporarily fixing variables to discover implications that are useful to branch-and-cut solvers. Such fixing is typically performed one variable at a time -- this paper develops…
Mixed integer nonlinear programs (MINLPs) are arguably among the hardest optimization problems, with a wide range of applications. MINLP solvers that are based on linear relaxations and spatial branching work similar as mixed integer…