使用基于哈希的配对方法求解两行和两列混合整数

IF 2.6 Q2 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
Patrick Gemander , Wei-Kun Chen , Dieter Weninger , Leona Gottwald , Ambros Gleixner , Alexander Martin
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引用次数: 10

摘要

在最先进的混合整数规划求解器中,在开始实际的分支和切割阶段之前,应用了大量的约简技术来简化问题并加强模型公式。尽管这些方法在数学上很简单,但它们可以对给定问题的可解性产生重大影响。然而,成功使用分解技术的一个关键特性是它们的速度。因此,大多数方法单独检查约束或变量以保证线性复杂性。在本文中,我们提出了新的基于哈希的配对机制,这些机制有助于克服考虑行或列对的更强大的解析技术的已知性能限制。此外,我们通过利用二元变量上的集合填充结构的存在来增强这些求解技术之一,以便在不增加运行时间的情况下加强所得到的约简。我们基于MIP求解器SCIP的实现分析了这些方法对MIPLIB 2017基准集的影响。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Two-row and two-column mixed-integer presolve using hashing-based pairing methods

In state-of-the-art mixed-integer programming solvers, a large array of reduction techniques are applied to simplify the problem and strengthen the model formulation before starting the actual branch-and-cut phase. Despite their mathematical simplicity, these methods can have significant impact on the solvability of a given problem. However, a crucial property for employing presolve techniques successfully is their speed. Hence, most methods inspect constraints or variables individually in order to guarantee linear complexity. In this paper, we present new hashing-based pairing mechanisms that help to overcome known performance limitations of more powerful presolve techniques that consider pairs of rows or columns. Additionally, we develop an enhancement to one of these presolve techniques by exploiting the presence of set-packing structures on binary variables in order to strengthen the resulting reductions without increasing runtime. We analyze the impact of these methods on the MIPLIB 2017 benchmark set based on an implementation in the MIP solver SCIP.

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来源期刊
EURO Journal on Computational Optimization
EURO Journal on Computational Optimization OPERATIONS RESEARCH & MANAGEMENT SCIENCE-
CiteScore
3.50
自引率
0.00%
发文量
28
审稿时长
60 days
期刊介绍: The aim of this journal is to contribute to the many areas in which Operations Research and Computer Science are tightly connected with each other. More precisely, the common element in all contributions to this journal is the use of computers for the solution of optimization problems. Both methodological contributions and innovative applications are considered, but validation through convincing computational experiments is desirable. The journal publishes three types of articles (i) research articles, (ii) tutorials, and (iii) surveys. A research article presents original methodological contributions. A tutorial provides an introduction to an advanced topic designed to ease the use of the relevant methodology. A survey provides a wide overview of a given subject by summarizing and organizing research results.
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