Cut-based Conflict Analysis in Mixed Integer Programming
Fuente:
arXiv
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| _version_ | 1866915562021453824 |
|---|---|
| author | Mexi, Gioni Serrano, Felipe Berthold, Timo Gleixner, Ambros Nordström, Jakob |
| author_facet | Mexi, Gioni Serrano, Felipe Berthold, Timo Gleixner, Ambros Nordström, Jakob |
| contents | 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 reasoning based on cuts, inspired by the development of conflict-driven solvers for pseudo-Boolean optimization. Phrased in MIP terminology, this type of conflict analysis can be understood as a sequence of linear combinations, integer roundings, and cut generation. We leverage this MIP perspective to design a new conflict analysis algorithm based on mixed integer rounding cuts, which theoretically dominates the state-of-the-art method in pseudo-Boolean optimization using Chvátal-Gomory cuts. Furthermore, we extend this cut-based conflict analysis from pure binary programs to mixed binary programs and-in limited form-to general MIP with also integer-valued variables. We perform an empirical evaluation of cut-based conflict analysis as implemented in the open-source MIP solver SCIP, testing it on a large and diverse set of MIP instances from MIPLIB 2017. Our experimental results indicate that the new algorithm improves the default performance of SCIP in terms of running time, number of nodes in the search tree, and the number of instances solved. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2410_15110 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Cut-based Conflict Analysis in Mixed Integer Programming Mexi, Gioni Serrano, Felipe Berthold, Timo Gleixner, Ambros Nordström, Jakob Optimization and Control 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 reasoning based on cuts, inspired by the development of conflict-driven solvers for pseudo-Boolean optimization. Phrased in MIP terminology, this type of conflict analysis can be understood as a sequence of linear combinations, integer roundings, and cut generation. We leverage this MIP perspective to design a new conflict analysis algorithm based on mixed integer rounding cuts, which theoretically dominates the state-of-the-art method in pseudo-Boolean optimization using Chvátal-Gomory cuts. Furthermore, we extend this cut-based conflict analysis from pure binary programs to mixed binary programs and-in limited form-to general MIP with also integer-valued variables. We perform an empirical evaluation of cut-based conflict analysis as implemented in the open-source MIP solver SCIP, testing it on a large and diverse set of MIP instances from MIPLIB 2017. Our experimental results indicate that the new algorithm improves the default performance of SCIP in terms of running time, number of nodes in the search tree, and the number of instances solved. |
| title | Cut-based Conflict Analysis in Mixed Integer Programming |
| topic | Optimization and Control |
| url | https://arxiv.org/abs/2410.15110 |