698 Hits in 4.7 sec

Four Good Reasons to Use an Interior Point Solver Within a MIP Solver [chapter]

Timo Berthold, Michael Perregaard, Csaba Mészáros
2018 Operations Research Proceedings  
In this paper, we will discuss some of the benefits that an interior point solver brings to the solution of difficult MIPs within FICO Xpress.  ...  Interior point algorithms are a good choice for solving pure LPs or QPs, but when you solve MIPs, all you need is a dual simplex."  ...  The observation that there is no clear dominance between simplex and barrier algorithm in terms of solving speed leads to the first, probably most obvious, application of an interior point solver within  ... 
doi:10.1007/978-3-319-89920-6_22 dblp:conf/or/BertholdPM17 fatcat:3h2hizt4djfcnakhwz6fkbcahm

A Computational Status Update for Exact Rational Mixed Integer Programming [article]

Leon Eifler, Ambros Gleixner
2021 arXiv   pre-print
solver based on LP iterative refinement, and is able to produce independently verifiable certificates of optimality.  ...  On the MIPLIB 2017 benchmark set, we observe an average speedup of 6.6x over the original framework and 2.8 times as many instances solved within a time limit of two hours.  ...  We wish to thank Dan Steffy for valuable discussions on the revision of the original branch-and-bound framework, Leona Gottwald for creating PaPILO, and Antonia Chmiela for help with implementing the primal  ... 
arXiv:2101.09141v1 fatcat:cpg27qutxngypgljiewry6m6re

Polyhedral approximation strategies for nonconvex mixed-integer nonlinear programming in SHOT

Andreas Lundell, Jan Kronqvist
2021 Journal of Global Optimization  
In addition to discussing the new nonconvex functionality of SHOT, an extensive benchmark of deterministic solvers for nonconvex MINLP is performed that provides a snapshot of the current state of nonconvex  ...  SHOT is an open source COIN-OR project, and is currently one of the most efficient global solvers for convex MINLP.  ...  To view a copy of this licence, visit  ... 
doi:10.1007/s10898-021-01006-1 fatcat:gp3pgcrxorgafd3er54xu3ll74

A hybrid branch-and-bound approach for exact rational mixed-integer programming

William Cook, Thorsten Koch, Daniel E. Steffy, Kati Wolter
2013 Mathematical Programming Computation  
an inexact floating-point branch-and-bound solver.  ...  We present an exact rational solver for mixed-integer linear programming that avoids the numerical inaccuracies inherent in the floating-point computations used by existing software.  ...  We would also like to thank Daniel Espinoza for his assistance with QSopt_ex, which included adding new functionalities and writing an interface for use within SCIP.  ... 
doi:10.1007/s12532-013-0055-6 fatcat:hpqguqxtafdrxksp32mxtqxrni

Improving branch-and-cut performance by random sampling

Matteo Fischetti, Andrea Lodi, Michele Monaci, Domenico Salvagnin, Andrea Tramontani
2015 Mathematical Programming Computation  
We propose a new algorithm exploiting more than one of those bases and we show that different versions of the algorithm can be used to stabilize and improve the performance of the solver.  ...  We discuss the variability in the performance of multiple runs of branch-and-cut Mixed Integer Linear Programming solvers, and we concentrate on the one deriving from the use of different optimal bases  ...  Thanks are due to two anonymous referees for their helpful comments; we also thank Hans D. Mittelmann for the use of the cluster at Arizona State University.  ... 
doi:10.1007/s12532-015-0096-0 fatcat:jnrgly42rrhl5n3fvizgnpekta

MIP-GNN: A Data-Driven Framework for Guiding Combinatorial Solvers

Elias B. Khalil, Christopher Morris, Andrea Lodi
In turn, the predicted biases stemming from a single, once-trained model are used to guide the solver, replacing heuristic components.  ...  We integrate MIP-GNN into a state-of-the-art MIP solver, applying it to tasks such as node selection and warm-starting, showing significant improvements compared to the default setting of the solver on  ...  Acknowledgements CM is funded by the German Academic Exchange Service (DAAD) through a DAAD IFI postdoctoral scholarship  ... 
doi:10.1609/aaai.v36i9.21262 fatcat:dkwjjo72ijgxbobqz3qbbikniq

MIP-GNN: A Data-Driven Framework for Guiding Combinatorial Solvers [article]

Elias B. Khalil, Christopher Morris, Andrea Lodi
2022 arXiv   pre-print
In turn, the predicted biases stemming from a single, once-trained model are used to guide the solver, replacing heuristic components.  ...  We integrate MIP-GNN into a state-of-the-art MIP solver, applying it to tasks such as node selection and warm-starting, showing significant improvements compared to the default setting of the solver on  ...  EK is supported by a Scale AI Research Chair.  ... 
arXiv:2205.14210v1 fatcat:ztqlovdcyrbvfn6kv3q5g4uwau

MIPLIB 2017: data-driven compilation of the 6th mixed-integer programming library

Ambros Gleixner, Gregor Hendel, Gerald Gamrath, Tobias Achterberg, Michael Bastubbe, Timo Berthold, Philipp Christophel, Kati Jarck, Thorsten Koch, Jeff Linderoth, Marco Lübbecke, Hans D. Mittelmann (+4 others)
2021 Mathematical Programming Computation  
Selected from an initial pool of 5721 instances, the new MIPLIB 2017 collection consists of 1065 instances. A subset of 240 instances was specially selected for benchmarking solver performance.  ...  For the first time, these sets were compiled using a data-driven selection process supported by the solution of a sequence of mixed integer optimization problems, which encode requirements on diversity  ...  To view a copy of this licence, visit  ... 
doi:10.1007/s12532-020-00194-3 fatcat:btzgkrsmpvao7l4m4ydlwbzvru

The decomposition-based outer approximation algorithm for convex mixed-integer nonlinear programming

Pavlo Muts, Ivo Nowak, Eligius M. T. Hendrix
2020 Journal of Global Optimization  
In the first phase, a sequence of linear integer relaxed sub-problems (LP phase) is solved in order to rapidly generate a good linear relaxation of the original MINLP problem.  ...  The ability to accurately model real-world problems has made MINLP an active research area with a large number of industrial applications.  ...  To view a copy of this licence, visit  ... 
doi:10.1007/s10898-020-00888-x fatcat:pitzyf47ujblpkykdsw4u4ni7y

An Easy Way to Build Parallel State-of-the-art Combinatorial Optimization Problem Solvers: A Computational Study on Solving Steiner Tree Problems and Mixed Integer Semidefinite Programs by using ug[SCIP-*,*]-Libraries

Yuji Shinano, Daniel Rehfeldt, Tristan Gally
2019 2019 IEEE International Parallel and Distributed Processing Symposium Workshops (IPDPSW)  
optimality by using such frameworks.  ...  Despite the ease of their parallelization, these solvers have the potential to solve previously intractable instances.  ...  Acknowledgment The authors would like to thank Chuen Teck See for first experimenting with a parallel version of SCIP-SDP, and Marc E.  ... 
doi:10.1109/ipdpsw.2019.00095 dblp:conf/ipps/ShinanoRG19 fatcat:k3d3t4rhsvfu3d3m7yfft2d5d4

Smart-PGSim: Using Neural Network to Accelerate AC-OPF Power Grid Simulation [article]

Wenqian Dong, Zhen Xie, Gokcen Kestor, Dong Li
2020 arXiv   pre-print
In this paper, we develop a neural network approach to the problem of accelerating the current optimal power flow (AC-OPF) by generating an intelligent initial solution.  ...  Smart-PGSim generates a novel multitask-learning neural network model to accelerate the AC-OPF simulation.  ...  The default OPF solver, i.e., Matlab Interior Point Solver (MIPS), is a high-performance primal-dual interior-point solver. Load Sampling.  ... 
arXiv:2008.11827v1 fatcat:3iiooo52wnahxbjewdxk6fvepe

A Learning-boosted Quasi-Newton Method for AC Optimal Power Flow [article]

Kyri Baker
2020 arXiv   pre-print
To reduce the computational burden associated with calculating the full Jacobian and its inverse, many Quasi-Newton methods attempt to find a solution to the optimality conditions by leveraging an approximate  ...  Despite being at the heart of many OPF solvers, Newton-Raphson can be slow and numerically unstable.  ...  Dataset generation The MATPOWER Interior Point Solver (MIPS) [20] was used to generate the data and was used as the baseline for comparison with the NN model.  ... 
arXiv:2007.06074v2 fatcat:5e6qfbieybfa3k2tq5td2tm4ve

Hybrid Multi-level solvers for discontinuous Galerkin finite element discrete ordinate diffusion synthetic acceleration of radiation transport algorithms

B. O'Malley, J. Kópházi, R.P. Smedley-Stevenson, M.D. Eaton
2017 Annals of Nuclear Energy  
They are each presented here as a potential way to accelerate the solution of the Modified Interior Penalty (MIP) form of the discontinuous diffusion equation, for use as a diffusion synthetic acceleration  ...  Both projections are used alongside an element-wise block Jacobi smoother in order to create a symmetric preconditioning scheme which may be used alongside a conjugate gradient algorithm.  ...  Data statement In accordance with EPSRC funding requirements all supporting data used to create figures and tables in this paper may be accessed at the following DOI: 10.5281/zenodo.192337.  ... 
doi:10.1016/j.anucene.2016.11.048 fatcat:wjzimizn6nb5xhxujwsjzipmp4

Comparing MIQCP Solvers to a Specialised Algorithm for Mine Production Scheduling [chapter]

Andreas Bley, Ambros M. Gleixner, Thorsten Koch, Stefan Vigerske
2012 Modeling, Simulation and Optimization of Complex Processes  
We compare the solvers BARON, Couenne, SBB, and SCIP to a problem-specific algorithm on two different MIQCP formulations.  ...  The computational results presented show that general-purpose solvers with no particular knowledge of problem structure are able to nearly match the performance of a hand-crafted algorithm.  ...  Ltd. 7 for providing us with the necessary data sets to conduct this study, and GAMS Development Corp. 8 for providing us with evaluation licenses for BARON and SBB.  ... 
doi:10.1007/978-3-642-25707-0_3 dblp:conf/hpsc/BleyGKV09 fatcat:eymdh7v7cnevjptn2vysomgztq

Planning and Operations Research (Dagstuhl Seminar 18071)

J. Christopher Beck, Daniele Magazzeni, Gabriele Röger, Willem-Jan Van Hoeve, Michael Wagner
2018 Dagstuhl Reports  
All three areas have in common that they deal with complex systems where a huge space of interacting options makes it almost impossible to humans to take optimal or even good decisions.  ...  While this difference results in problems in different complexity classes, it is often possible to cast the same problem as an OR, CP, or planning problem.  ...  To avoid an extreme point (as one gets it by simplex), one can use the interior point method. Writing out the properties of the splitting might help.  ... 
doi:10.4230/dagrep.8.2.26 dblp:journals/dagstuhl-reports/BeckMRH18 fatcat:lavt5jfujfarfmtwrpbbxan2oq
« Previous Showing results 1 — 15 out of 698 results