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Comparing MIQCP solvers to a specialised algorithm for mine production scheduling

Please always quote using this URN:urn:nbn:de:0296-matheon-6669
  • In this paper we investigate the performance of several out-of-the box solvers for mixed-integer quadratically constrained programmes (MIQCPs) on an open pit mine production scheduling problem with mixing constraints. 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.

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Metadaten
Author:Andreas Bley, Ambros Gleixner, Thorsten Koch, Stefan Vigerske
URN:urn:nbn:de:0296-matheon-6669
Referee:Andreas Bley
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2009/02/11
Release Date:2009/10/30
Institute:Humboldt-Universität zu Berlin
Zuse Institute Berlin (ZIB)
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Bxx Operations research and management science / 90B30 Production models
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Bxx Operations research and management science / 90B35 Scheduling theory, deterministic [See also 68M20]
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C11 Mixed integer programming
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C26 Nonconvex programming, global optimization
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C90 Applications of mathematical programming
Preprint Number:671
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