2011-08-01
Faster integer-feasibility in mixed-integer linear programs by branching to force change
Publication
Publication
Computers and Operations Research , Volume 38 - Issue 8 p. 1143- 1152
Branching in mixed-integer (or integer) linear programming requires choosing both the branching variable and the branching direction. This paper develops a number of new methods for making those two decisions either independently or together with the goal of reaching the first integer-feasible solution quickly. These new methods are based on estimating the probability of satisfying a constraint at the child node given a variable/direction pair. The surprising result is that the first integer-feasible solution is usually found much more quickly when the variable/direction pair with the smallest probability of satisfying the constraint is chosen. This is because this selection forces change in many candidate variables simultaneously, leading to an integer-feasible solution sooner. Extensive empirical results are given.
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doi.org/10.1016/j.cor.2010.10.025 | |
Computers and Operations Research | |
Organisation | Department of Systems and Computer Engineering |
Pryor, J. (Jennifer), & Chinneck, J. (2011). Faster integer-feasibility in mixed-integer linear programs by branching to force change. Computers and Operations Research, 38(8), 1143–1152. doi:10.1016/j.cor.2010.10.025
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