TY - CHAP A1 - Bestuzheva, Ksenia A1 - Gleixner, Ambros A1 - Achterberg, Tobias T1 - Efficient Separation of RLT Cuts for Implicit and Explicit Bilinear Products T2 - Integer Programming and Combinatorial Optimization. IPCO 2023. N2 - The reformulation-linearization technique (RLT) is a prominent approach to constructing tight linear relaxations of non-convex continuous and mixed-integer optimization problems. The goal of this paper is to extend the applicability and improve the performance of RLT for bilinear product relations. First, a method for detecting bilinear product relations implicitly contained in mixed-integer linear programs is developed based on analyzing linear constraints with binary variables, thus enabling the application of bilinear RLT to a new class of problems. Our second contribution addresses the high computational cost of RLT cut separation, which presents one of the major difficulties in applying RLT efficiently in practice. We propose a new RLT cutting plane separation algorithm which identifies combinations of linear constraints and bound factors that are expected to yield an inequality that is violated by the current relaxation solution. A detailed computational study based on implementations in two solvers evaluates the performance impact of the proposed methods. Y1 - 2023 U6 - https://doi.org/10.1007/978-3-031-32726-1_2 VL - 13904 SP - 14 EP - 28 PB - Springer, Cham ER - TY - CHAP A1 - Mexi, Gioni A1 - Berthold, Timo A1 - Gleixner, Ambros A1 - Nordström, Jakob T1 - Improving Conflict Analysis in MIP Solvers by Pseudo-Boolean Reasoning T2 - 29th International Conference on Principles and Practice of Constraint Programming (CP 2023) N2 - Conflict analysis has been successfully generalized from Boolean satisfiability (SAT) solving to mixed integer programming (MIP) solvers, but although MIP solvers operate with general linear inequalities, the conflict analysis in MIP has been limited to reasoning with the more restricted class of clausal constraint. This is in contrast to how conflict analysis is performed in so-called pseudo-Boolean solving, where solvers can reason directly with 0-1 integer linear inequalities rather than with clausal constraints extracted from such inequalities. In this work, we investigate how pseudo-Boolean conflict analysis can be integrated in MIP solving, focusing on 0-1 integer linear programs (0-1 ILPs). Phrased in MIP terminology, conflict analysis can be understood as a sequence of linear combinations and cuts. We leverage this perspective to design a new conflict analysis algorithm based on mixed integer rounding (MIR) cuts, which theoretically dominates the state-of-the-art division-based method in pseudo-Boolean solving. We also report results from a first proof-of-concept implementation of different pseudo-Boolean conflict analysis methods in the open-source MIP solver SCIP. When evaluated on a large and diverse set of 0-1 ILP instances from MIPLIB2017, our new MIR-based conflict analysis outperforms both previous pseudo-Boolean methods and the clause-based method used in MIP. Our conclusion is that pseudo-Boolean conflict analysis in MIP is a promising research direction that merits further study, and that it might also make sense to investigate the use of such conflict analysis to generate stronger no-goods in constraint programming. Y1 - 2023 U6 - https://doi.org/10.4230/LIPIcs.CP.2023.27 VL - 280 SP - 27:1 EP - 27:19 PB - Schloss Dagstuhl - Leibniz-Zentrum für Informatik ER - TY - JOUR A1 - Bestuzheva, Ksenia A1 - Gleixner, Ambros A1 - Vigerske, Stefan T1 - A Computational Study of Perspective Cuts JF - Mathematical Programming Computation N2 - The benefits of cutting planes based on the perspective function are well known for many specific classes of mixed-integer nonlinear programs with on/off structures. However, we are not aware of any empirical studies that evaluate their applicability and computational impact over large, heterogeneous test sets in general-purpose solvers. This paper provides a detailed computational study of perspective cuts within a linear programming based branch-and-cut solver for general mixed-integer nonlinear programs. Within this study, we extend the applicability of perspective cuts from convex to nonconvex nonlinearities. This generalization is achieved by applying a perspective strengthening to valid linear inequalities which separate solutions of linear relaxations. The resulting method can be applied to any constraint where all variables appearing in nonlinear terms are semi-continuous and depend on at least one common indicator variable. Our computational experiments show that adding perspective cuts for convex constraints yields a consistent improvement of performance, and adding perspective cuts for nonconvex constraints reduces branch-and-bound tree sizes and strengthens the root node relaxation, but has no significant impact on the overall mean time. Y1 - 2023 U6 - https://doi.org/10.1007/s12532-023-00246-4 VL - 15 SP - 703 EP - 731 ER - TY - JOUR A1 - Gemander, Patrick A1 - Chen, Wei-Kun A1 - Weninger, Dieter A1 - Gottwald, Leona A1 - Gleixner, Ambros T1 - Two-row and two-column mixed-integer presolve using hashing-based pairing methods JF - EURO Journal on Computational Optimization N2 - 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. Y1 - 2020 U6 - https://doi.org/10.1007/s13675-020-00129-6 VL - 8 IS - 3-4 SP - 205 EP - 240 ER - TY - JOUR A1 - Eifler, Leon A1 - Gleixner, Ambros T1 - Safe and Verified Gomory Mixed Integer Cuts in a Rational MIP Framework JF - SIAM Journal on Optimization N2 - This paper is concerned with the exact solution of mixed-integer programs (MIPs) over the rational numbers, i.e., without any roundoff errors and error tolerances. Here, one computational bottleneck that should be avoided whenever possible is to employ large-scale symbolic computations. Instead it is often possible to use safe directed rounding methods, e.g., to generate provably correct dual bounds. In this work, we continue to leverage this paradigm and extend an exact branch-and-bound framework by separation routines for safe cutting planes, based on the approach first introduced by Cook, Dash, Fukasawa, and Goycoolea in 2009. Constraints are aggregated safely using approximate dual multipliers from an LP solve, followed by mixed-integer rounding to generate provably valid, although slightly weaker inequalities. We generalize this approach to problem data that is not representable in floating-point arithmetic, add routines for controlling the encoding length of the resulting cutting planes, and show how these cutting planes can be verified according to the VIPR certificate standard. Furthermore, we analyze the performance impact of these cutting planes in the context of an exact MIP framework, showing that we can solve 21.5% more instances and reduce solving times by 26.8% on the MIPLIB 2017 benchmark test set. Y1 - 2023 U6 - https://doi.org/10.1137/23M156046X VL - 34 IS - 1 ER - TY - GEN A1 - Eifler, Leon A1 - Gleixner, Ambros T1 - Safe and Verified Gomory Mixed Integer Cuts in a Rational MIP Framework N2 - This paper is concerned with the exact solution of mixed-integer programs (MIPs) over the rational numbers, i.e., without any roundoff errors and error tolerances. Here, one computational bottleneck that should be avoided whenever possible is to employ large-scale symbolic computations. Instead it is often possible to use safe directed rounding methods, e.g., to generate provably correct dual bounds. In this work, we continue to leverage this paradigm and extend an exact branch-and-bound framework by separation routines for safe cutting planes, based on the approach first introduced by Cook, Dash, Fukasawa, and Goycoolea in 2009. Constraints are aggregated safely using approximate dual multipliers from an LP solve, followed by mixed-integer rounding to generate provably valid, although slightly weaker inequalities. We generalize this approach to problem data that is not representable in floating-point arithmetic, add routines for controlling the encoding length of the resulting cutting planes, and show how these cutting planes can be verified according to the VIPR certificate standard. Furthermore, we analyze the performance impact of these cutting planes in the context of an exact MIP framework, showing that we can solve 21.5% more instances and reduce solving times by 26.8% on the MIPLIB 2017 benchmark test set. T3 - ZIB-Report - 23-09 KW - Mixed integer programming, Exact computation, Rational arithmetic, Cutting Planes, Symbolic Computations, Certificate of correctness Y1 - 2023 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-90159 SN - 1438-0064 ER - TY - GEN A1 - Bestuzheva, Ksenia A1 - Gleixner, Ambros A1 - Vigerske, Stefan T1 - A Computational Study of Perspective Cuts N2 - The benefits of cutting planes based on the perspective function are well known for many specific classes of mixed-integer nonlinear programs with on/off structures. However, we are not aware of any empirical studies that evaluate their applicability and computational impact over large, heterogeneous test sets in general-purpose solvers. This paper provides a detailed computational study of perspective cuts within a linear programming based branch-and-cut solver for general mixed-integer nonlinear programs. Within this study, we extend the applicability of perspective cuts from convex to nonconvex nonlinearities. This generalization is achieved by applying a perspective strengthening to valid linear inequalities which separate solutions of linear relaxations. The resulting method can be applied to any constraint where all variables appearing in nonlinear terms are semi-continuous and depend on at least one common indicator variable. Our computational experiments show that adding perspective cuts for convex constraints yields a consistent improvement of performance, and adding perspective cuts for nonconvex constraints reduces branch-and-bound tree sizes and strengthens the root node relaxation, but has no significant impact on the overall mean time. T3 - ZIB-Report - 21-07 KW - perspective cuts, mixed-integer nonlinear programming, nonconvex optimization, computational study Y1 - 2021 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-81821 SN - 1438-0064 ER - TY - JOUR A1 - Devriendt, Jo A1 - Gleixner, Ambros A1 - Nordström, Jakob T1 - Learn to Relax: Integrating 0-1 Integer Linear Programming with Pseudo-Boolean Conflict-Driven Search JF - Constraints N2 - Conflict-driven pseudo-Boolean solvers optimize 0-1 integer linear programs by extending the conflict-driven clause learning (CDCL) paradigm from SAT solving. Though pseudo-Boolean solvers have the potential to be exponentially more efficient than CDCL solvers in theory, in practice they can sometimes get hopelessly stuck even when the linear programming (LP) relaxation is infeasible over the reals. Inspired by mixed integer programming (MIP), we address this problem by interleaving incremental LP solving with cut generation within the conflict-driven pseudo-Boolean search. This hybrid approach, which for the first time combines MIP techniques with full-blown conflict analysis operating directly on linear inequalities using the cutting planes method, significantly improves performance on a wide range of benchmarks, approaching a "best-of-both-worlds" scenario between SAT-style conflict-driven search and MIP-style branch-and-cut. Y1 - 2021 U6 - https://doi.org/10.1007/s10601-020-09318-x VL - 26 SP - 26 EP - 55 ER - TY - JOUR A1 - Šofranac, Boro A1 - Gleixner, Ambros A1 - Pokutta, Sebastian T1 - An Algorithm-independent Measure of Progress for Linear Constraint Propagation JF - Constraints Y1 - 2022 U6 - https://doi.org/10.1007/s10601-022-09338-9 VL - 27 SP - 432 EP - 455 ER - TY - JOUR A1 - Eifler, Leon A1 - Gleixner, Ambros T1 - Safe and verified Gomory mixed integer cuts in a rational MIP framework JF - SIAM Journal on Optimization N2 - This paper is concerned with the exact solution of mixed-integer programs (MIPs) over the rational numbers, i.e., without any roundoff errors and error tolerances. Here, one computational bottleneck that should be avoided whenever possible is to employ large-scale symbolic computations. Instead it is often possible to use safe directed rounding methods, e.g., to generate provably correct dual bounds. In this work, we continue to leverage this paradigm and extend an exact branch-and-bound framework by separation routines for safe cutting planes, based on the approach first introduced by Cook, Dash, Fukasawa, and Goycoolea in 2009 [INFORMS J. Comput., 21 (2009), pp. 641–649]. Constraints are aggregated safely using approximate dual multipliers from an LP solve, followed by mixed-integer rounding to generate provably valid, although slightly weaker inequalities. We generalize this approach to problem data that is not representable in floating-point arithmetic, add routines for controlling the encoding length of the resulting cutting planes, and show how these cutting planes can be verified according to the VIPR certificate standard. Furthermore, we analyze the performance impact of these cutting planes in the context of an exact MIP framework, showing that we can solve 21.5% more instances to exact optimality and reduce solving times by 26.8% on the MIPLIB 2017 benchmark test set. Y1 - 2024 U6 - https://doi.org/10.1137/23M156046X VL - 34 IS - 1 ER - TY - CHAP A1 - Ghannam, Mohammed A1 - Gleixner, Ambros T1 - Hybrid genetic search for dynamic vehicle routing with time windows T2 - Proceedings of Conference of the Society for Operations Research in Germany Y1 - 2023 ER -