New Characterizations and Efficient Local Search for General Integer Linear Programming
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arXiv
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| Format: | Preprint |
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2023
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| _version_ | 1866916143038464000 |
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| author | Lin, Peng Cai, Shaowei Zou, Mengchuan Lin, Jinkun |
| author_facet | Lin, Peng Cai, Shaowei Zou, Mengchuan Lin, Jinkun |
| contents | Integer linear programming (ILP) models a wide range of practical combinatorial optimization problems and significantly impacts industry and management sectors. This work proposes new characterizations of ILP with the concept of boundary solutions. Motivated by the new characterizations, we develop a new local search algorithm Local-ILP, which is efficient for solving general ILP validated on a large heterogeneous problem dataset. We propose a new local search framework that switches between three modes, namely Search, Improve, and Restore modes. Two new operators are proposed, namely the tight move and the lift move operators, which are associated with appropriate scoring functions. Different modes apply different operators to realize different search strategies and the algorithm switches between three modes according to the current search state. Putting these together, we develop a local search ILP solver called Local-ILP. Experiments conducted on the MIPLIB dataset show the effectiveness of our algorithm in solving large-scale hard ILP problems. In the aspect of finding a good feasible solution quickly, Local-ILP is competitive and complementary to the state-of-the-art commercial solver Gurobi and significantly outperforms the state-of-the-art non-commercial solver SCIP. Moreover, our algorithm establishes new records for 6 MIPLIB open instances. The theoretical analysis of our algorithm is also presented, which shows our algorithm could avoid visiting unnecessary regions. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2305_00188 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | New Characterizations and Efficient Local Search for General Integer Linear Programming Lin, Peng Cai, Shaowei Zou, Mengchuan Lin, Jinkun Optimization and Control Artificial Intelligence 90C10 (Primary), 90C06 (Secondary) I.2.8; G.2.0 Integer linear programming (ILP) models a wide range of practical combinatorial optimization problems and significantly impacts industry and management sectors. This work proposes new characterizations of ILP with the concept of boundary solutions. Motivated by the new characterizations, we develop a new local search algorithm Local-ILP, which is efficient for solving general ILP validated on a large heterogeneous problem dataset. We propose a new local search framework that switches between three modes, namely Search, Improve, and Restore modes. Two new operators are proposed, namely the tight move and the lift move operators, which are associated with appropriate scoring functions. Different modes apply different operators to realize different search strategies and the algorithm switches between three modes according to the current search state. Putting these together, we develop a local search ILP solver called Local-ILP. Experiments conducted on the MIPLIB dataset show the effectiveness of our algorithm in solving large-scale hard ILP problems. In the aspect of finding a good feasible solution quickly, Local-ILP is competitive and complementary to the state-of-the-art commercial solver Gurobi and significantly outperforms the state-of-the-art non-commercial solver SCIP. Moreover, our algorithm establishes new records for 6 MIPLIB open instances. The theoretical analysis of our algorithm is also presented, which shows our algorithm could avoid visiting unnecessary regions. |
| title | New Characterizations and Efficient Local Search for General Integer Linear Programming |
| topic | Optimization and Control Artificial Intelligence 90C10 (Primary), 90C06 (Secondary) I.2.8; G.2.0 |
| url | https://arxiv.org/abs/2305.00188 |