TY - JOUR A1 - Berthold, Timo A1 - Hendel, Gregor A1 - Koch, Thorsten T1 - From feasibility to improvement to proof: three phases of solving mixed-integer programs JF - Optimization Methods and Software N2 - Modern mixed-integer programming (MIP) solvers employ dozens of auxiliary algorithmic components to support the branch-and-bound search in finding and improving primal solutions and in strengthening the dual bound. Typically, all components are tuned to minimize the average running time to prove optimality. In this article, we take a different look at the run of a MIP solver. We argue that the solution process consists of three distinct phases, namely achieving feasibility, improving the incumbent solution, and proving optimality. We first show that the entire solving process can be improved by adapting the search strategy with respect to the phase-specific aims using different control tunings. Afterwards, we provide criteria to predict the transition between the individual phases and evaluate the performance impact of altering the algorithmic behaviour of the non-commercial MIP solver Scip at the predicted phase transition points. Y1 - 2017 U6 - https://doi.org/10.1080/10556788.2017.1392519 VL - 33 IS - 3 SP - 499 EP - 517 PB - Taylor & Francis ER - TY - CHAP A1 - Gamrath, Gerald A1 - Melchiori, Anna A1 - Berthold, Timo A1 - Gleixner, Ambros A1 - Salvagnin, Domenico T1 - Branching on Multi-aggregated Variables T2 - Integration of AI and OR Techniques in Constraint Programming. CPAIOR 2015 N2 - In mixed-integer programming, the branching rule is a key component to a fast convergence of the branch-and-bound algorithm. The most common strategy is to branch on simple disjunctions that split the domain of a single integer variable into two disjoint intervals. Multi-aggregation is a presolving step that replaces variables by an affine linear sum of other variables, thereby reducing the problem size. While this simplification typically improves the performance of MIP solvers, it also restricts the degree of freedom in variable-based branching rules. We present a novel branching scheme that tries to overcome the above drawback by considering general disjunctions defined by multi-aggregated variables in addition to the standard disjunctions based on single variables. This natural idea results in a hybrid between variable- and constraint-based branching rules. Our implementation within the constraint integer programming framework SCIP incorporates this into a full strong branching rule and reduces the number of branch-and-bound nodes on a general test set of publicly available benchmark instances. For a specific class of problems, we show that the solving time decreases significantly. Y1 - 2015 U6 - https://doi.org/10.1007/978-3-319-18008-3_10 VL - 9075 SP - 141 EP - 156 ER - TY - JOUR A1 - Berthold, Timo A1 - Hendel, Gregor T1 - Shift-and-Propagate JF - Journal of Heuristics N2 - In recent years, there has been a growing interest in the design of general purpose primal heuristics for use inside complete mixed integer programming solvers. Many of these heuristics rely on an optimal LP solution, which may take a significant amount of time to find. In this paper, we address this issue by introducing a pre-root primal heuristic that does not require a previously found LP solution. This heuristic, named Shift-and-Propagate , applies domain propagation techniques to quickly drive a variable assignment towards feasibility. Computational experiments indicate that this heuristic is a powerful supplement to existing rounding and propagation heuristics. Y1 - 2014 U6 - https://doi.org/10.1007/s10732-014-9271-0 VL - 21 IS - 1 SP - 73 EP - 106 ER - TY - GEN A1 - Arnold, Thomas A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Vigerske, Stefan A1 - Henrion, René A1 - Grötschel, Martin A1 - Koch, Thorsten A1 - Tischendorf, Caren A1 - Römisch, Werner ED - Deuflhard, Peter ED - Grötschel, Martin ED - Hömberg, Dietmar ED - Horst, Ulrich ED - Kramer, Jürg ED - Mehrmann, Volker ED - Polthier, Konrad ED - Schmidt, Frank ED - Schütte, Christof ED - Skutella, Martin ED - Sprekels, Jürgen T1 - A Jack of all Trades? Solving stochastic mixed-integer nonlinear constraint programs T2 - MATHEON - Mathematics for Key Technologies N2 - Natural gas is one of the most important energy sources in Germany and Europe. In recent years, political regulations have led to a strict separation of gas trading and gas transport, thereby assigning a central role in energy politics to the transportation and distribution of gas. These newly imposed political requirements influenced the technical processes of gas transport in such a way that the complex task of planning and operating gas networks has become even more intricate. Mathematically, the combination of discrete decisions on the configuration of a gas transport network, the nonlinear equations describing the physics of gas, and the uncertainty in demand and supply yield large-scale and highly complex stochastic mixed-integer nonlinear optimization problems. The Matheon project "Optimization of Gas Transport" takes the key role of making available the necessary core technology to solve the mathematical optimization problems which model the topology planning and the operation of gas networks. An important aspect of the academic impact is the free availability of our framework. As a result of several years of research and development, it is now possible to download a complete state-of-the-art framework for mixed-integer linear and nonlinear programming in source code at http://scip.zib.de Y1 - 2014 U6 - https://doi.org/10.4171/137 VL - 1 SP - 135 EP - 146 PB - European Mathematical Society ER - TY - CHAP A1 - Witzig, Jakob A1 - Berthold, Timo A1 - Heinz, Stefan T1 - Experiments with Conflict Analysis in Mixed Integer Programming T2 - Integration of AI and OR Techniques in Constraint Programming. CPAIOR 2017 N2 - The analysis of infeasible subproblems plays an import role in solving mixed integer programs (MIPs) and is implemented in most major MIP solvers. There are two fundamentally different concepts to generate valid global constraints from infeasible subproblems. The first is to analyze the sequence of implications obtained by domain propagation that led to infeasibility. The result of the analysis is one or more sets of contradicting variable bounds from which so-called conflict constraints can be generated. This concept has its origin in solving satisfiability problems and is similarly used in constraint programming. The second concept is to analyze infeasible linear programming (LP) relaxations. The dual LP solution provides a set of multipliers that can be used to generate a single new globally valid linear constraint. The main contribution of this short paper is an empirical evaluation of two ways to combine both approaches. Experiments are carried out on general MIP instances from standard public test sets such as Miplib2010; the presented algorithms have been implemented within the non-commercial MIP solver SCIP. Moreover, we present a pool-based approach to manage conflicts which addresses the way a MIP solver traverses the search tree better than aging strategies known from SAT solving. Y1 - 2017 U6 - https://doi.org/10.1007/978-3-319-59776-8_17 VL - 10335 SP - 211 EP - 222 PB - Springer ER - TY - CHAP A1 - Shinano, Yuji A1 - Achterberg, Tobias A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Koch, Thorsten A1 - Winkler, Michael ED - IEEE, T1 - Solving Hard MIPLIP2003 Problems with ParaSCIP on Supercomputers: An Update T2 - IPDPSW'14 Proceedings of the 2014 IEEE, International Parallel & Distributed Processing Symposium Workshops Y1 - 2014 SN - 978-1-4799-4117-9 U6 - https://doi.org/10.1109/IPDPSW.2014.174 SP - 1552 EP - 1561 PB - IEEE Computer Society CY - Washington, DC, USA ER - TY - JOUR A1 - Turner, Mark A1 - Berthold, Timo A1 - Besançon, Mathieu A1 - Koch, Thorsten T1 - Branching via Cutting Plane Selection: Improving Hybrid Branching N2 - Cutting planes and branching are two of the most important algorithms for solving mixed-integer linear programs. For both algorithms, disjunctions play an important role, being used both as branching candidates and as the foundation for some cutting planes. We relate branching decisions and cutting planes to each other through the underlying disjunctions that they are based on, with a focus on Gomory mixed-integer cuts and their corresponding split disjunctions. We show that selecting branching decisions based on quality measures of Gomory mixed-integer cuts leads to relatively small branch-and-bound trees, and that the result improves when using cuts that more accurately represent the branching decisions. Finally, we show how the history of previously computed Gomory mixed-integer cuts can be used to improve the performance of the state-of-the-art hybrid branching rule of SCIP. Our results show a $4\%$ decrease in solve time, and an $8\%$ decrease in number of nodes over affected instances of MIPLIB 2017. Y1 - 2023 PB - Springer ER -