Related papers: Cut-based Conflict Analysis in Mixed Integer Progr…
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…
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…
A conflict graph represents logical relations between binary variables, and effective use of the graph can significantly accelerate branch-and-cut solvers for mixed-integer programming (MIP). In this paper we develop efficient parallel…
Two essential ingredients of modern mixed-integer programming (MIP) solvers are diving heuristics that simulate a partial depth-first search in a branch-and-bound search tree and conflict analysis of infeasible subproblems to learn valid…
The current cut selection algorithm used in mixed-integer programming solvers has remained largely unchanged since its creation. In this paper, we propose a set of new cut scoring measures, cut filtering techniques, and stopping criteria,…
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…
We propose a machine learning approach for quickly solving Mixed Integer Programs (MIP) by learning to prioritize a set of decision variables, which we call pseudo-backdoors, for branching that results in faster solution times.…
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…
Mixed-integer rounding (MIR) cutting planes (cuts) are effective at improving the strength of a linear relaxation for mixed-integer linear programming (MIP) problems. The cuts in this family are derived by aggregating constraints then…
Cutting plane methods play a significant role in modern solvers for tackling mixed-integer programming (MIP) problems. Proper selection of cuts would remove infeasible solutions in the early stage, thus largely reducing the computational…
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 is concerned with the exact solution of mixed-integer programs (MIPs) over the rational numbers, i.e., without any roundoff errors and error tolerances. Here, one computational bottleneck that should be avoided whenever possible…
Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused…
Cutting planes and branching are two of the most important algorithms for solving mixed-integer linear programs. For both algorithms, disjunctions play an important role, being used both as branching candidates and as the foundation for…
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…
Cutting plane selection is a subroutine used in all modern mixed-integer linear programming solvers with the goal of selecting a subset of generated cuts that induce optimal solver performance. These solvers have millions of parameter…
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…
Most state-of-the-art branch-and-bound solvers for mixed-integer linear programming rely on limited-precision floating-point arithmetic and use numerical tolerances when reasoning about feasibility and optimality during their search. While…
We consider integer programming problems with bounded general-integer variables belonging to the general class of network flow problems. For those, we computationally investigate the effect on mixed-integer linear programming (MIP) solvers…
Cutting planes (cuts) are crucial for solving Mixed Integer Linear Programming (MILP) problems. Advanced MILP solvers typically rely on manually designed heuristic algorithms for cut selection, which require much expert experience and…