TY - CHAP A1 - Anderson, Daniel A1 - Hendel, Gregor A1 - Le Bodic, Pierre A1 - Viernickel, Jan Merlin T1 - Clairvoyant Restarts in Branch-and-Bound Search Using Online Tree-Size Estimation T2 - AAAI-19: Proceedings of the Thirty-Third AAAI Conference on Artificial Intelligence N2 - We propose a simple and general online method to measure the search progress within the branch-and-bound algorithm, from which we estimate the size of the remaining search tree. We then show how this information can help solvers algorithmically at runtime by designing a restart strategy for Mixed-Integer Programming (MIP) solvers that decides whether to restart the search based on the current estimate of the number of remaining nodes in the tree. We refer to this type of algorithm as clairvoyant. Our clairvoyant restart strategy outperforms a state-of-the-art solver on a large set of publicly available MIP benchmark instances. It is implemented in the MIP solver SCIP and will be available in future releases. Y1 - 2018 ER - TY - JOUR A1 - Gamrath, Gerald A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Winkler, Michael T1 - Structure-driven fix-and-propagate heuristics for mixed integer programming JF - Mathematical Programming Computation N2 - Primal heuristics play an important role in the solving of mixed integer programs (MIPs). They often provide good feasible solutions early and help to reduce the time needed to prove optimality. In this paper, we present a scheme for start heuristics that can be executed without previous knowledge of an LP solution or a previously found integer feasible solution. It uses global structures available within MIP solvers to iteratively fix integer variables and propagate these fixings. Thereby, fixings are determined based on the predicted impact they have on the subsequent domain propagation. If sufficiently many variables can be fixed that way, the resulting problem is solved first as an LP, and then as an auxiliary MIP if the rounded LP solution does not provide a feasible solution already. We present three primal heuristics that use this scheme based on different global structures. Our computational experiments on standard MIP test sets show that the proposed heuristics find solutions for about 60 % of the instances and by this, help to improve several performance measures for MIP solvers, including the primal integral and the average solving time. Y1 - 2019 U6 - https://doi.org/10.1007/s12532-019-00159-1 VL - 11 IS - 4 SP - 675 EP - 702 PB - Springer CY - Berlin Heidelberg ER - TY - GEN A1 - Berthold, Timo A1 - Stuckey, Peter A1 - Witzig, Jakob T1 - Local Rapid Learning for Integer Programs N2 - Conflict learning algorithms are an important component of modern MIP and CP solvers. But strong conflict information is typically gained by depth-first search. While this is the natural mode for CP solving, it is not for MIP solving. Rapid Learning is a hybrid CP/MIP approach where CP search is applied at the root to learn information to support the remaining MIP solve. This has been demonstrated to be beneficial for binary programs. In this paper, we extend the idea of Rapid Learning to integer programs, where not all variables are restricted to the domain {0, 1}, and rather than just running a rapid CP search at the root, we will apply it repeatedly at local search nodes within the MIP search tree. To do so efficiently, we present six heuristic criteria to predict the chance for local Rapid Learning to be successful. Our computational experiments indicate that our extended Rapid Learning algorithm significantly speeds up MIP search and is particularly beneficial on highly dual degenerate problems. T3 - ZIB-Report - 18-56 Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-71190 SN - 1438-0064 ER - TY - GEN A1 - Hendel, Gregor T1 - Adaptive Large Neighborhood Search for Mixed Integer Programming N2 - Large Neighborhood Search (LNS) heuristics are among the most powerful but also most expensive heuristics for mixed integer programs (MIP). Ideally, a solver learns adaptively which LNS heuristics work best for the MIP problem at hand in order to concentrate its limited computational budget. To this end, this work introduces Adaptive Large Neighborhood Search (ALNS) for MIP, a primal heuristic that acts a framework for eight popular LNS heuristics such as Local Branching and Relaxation Induced Neighborhood Search (RINS). We distinguish the available LNS heuristics by their individual search domains, which we call neighborhoods. The decision which neighborhood should be executed is guided by selection strategies for the multi armed bandit problem, a related optimization problem during which suitable actions have to be chosen to maximize a reward function. In this paper, we propose an LNS-specific reward function to learn to distinguish between the available neighborhoods based on successful calls and failures. A second, algorithmic enhancement is a generic variable fixing priorization, which ALNS employs to adjust the subproblem complexity as needed. This is particularly useful for some neighborhoods which do not fix variables by themselves. The proposed primal heuristic has been implemented within the MIP solver SCIP. An extensive computational study is conducted to compare different LNS strategies within our ALNS framework on a large set of publicly available MIP instances from the MIPLIB and Coral benchmark sets. The results of this simulation are used to calibrate the parameters of the bandit selection strategies. A second computational experiment shows the computational benefits of the proposed ALNS framework within the MIP solver SCIP. T3 - ZIB-Report - 18-60 KW - mixed integer programming KW - primal heuristics KW - large neighborhood search KW - multi armed bandit problem Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-71167 SN - 1438-0064 ER - TY - GEN A1 - Witzig, Jakob A1 - Berthold, Timo A1 - Heinz, Stefan T1 - A Status Report on Conflict Analysis in Mixed Integer Nonlinear Programming N2 - Mixed integer nonlinear programs (MINLPs) are arguably among the hardest optimization problems, with a wide range of applications. MINLP solvers that are based on linear relaxations and spatial branching work similar as mixed integer programming (MIP) solvers in the sense that they are based on a branch-and-cut algorithm, enhanced by various heuristics, domain propagation, and presolving techniques. However, the analysis of infeasible subproblems, which is an important component of most major MIP solvers, has been hardly studied in the context of MINLPs. There are two main approaches for infeasibility analysis in MIP solvers: conflict graph analysis, which originates from artificial intelligence and constraint programming, and dual ray analysis. The main contribution of this short paper is twofold. Firstly, we present the first computational study regarding the impact of dual ray analysis on convex and nonconvex MINLPs. In that context, we introduce a modified generation of infeasibility proofs that incorporates linearization cuts that are only locally valid. Secondly, we describe an extension of conflict analysis that works directly with the nonlinear relaxation of convex MINLPs instead of considering a linear relaxation. This is work-in-progress, and this short paper is meant to present first theoretical considerations without a computational study for that part. T3 - ZIB-Report - 18-57 Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-71170 SN - 1438-0064 ER - TY - JOUR A1 - Witzig, Jakob A1 - Gleixner, Ambros T1 - Conflict-Driven Heuristics for Mixed Integer Programming JF - INFORMS Journal on Computing N2 - Two essential ingredients of modern mixed-integer programming (MIP) solvers are diving heuristics that simulate a partial depth-first search in a branch-and-bound search tree and conflict analysis of infeasible subproblems to learn valid constraints. So far, these techniques have mostly been studied independently: primal heuristics under the aspect of finding high-quality feasible solutions early during the solving process and conflict analysis for fathoming nodes of the search tree and improving the dual bound. Here, we combine both concepts in two different ways. First, we develop a diving heuristic that targets the generation of valid conflict constraints from the Farkas dual. We show that in the primal this is equivalent to the optimistic strategy of diving towards the best bound with respect to the objective function. Secondly, we use information derived from conflict analysis to enhance the search of a diving heuristic akin to classical coefficient diving. The computational performance of both methods is evaluated using an implementation in the source-open MIP solver SCIP. Experiments are carried out on publicly available test sets including Miplib 2010 and Cor@l. Y1 - 2020 U6 - https://doi.org/10.1287/ijoc.2020.0973 VL - 33 IS - 2 SP - 706 EP - 720 ER - TY - JOUR A1 - Gleixner, Ambros A1 - Hendel, Gregor A1 - Gamrath, Gerald A1 - Achterberg, Tobias A1 - Bastubbe, Michael A1 - Berthold, Timo A1 - Christophel, Philipp M. A1 - Jarck, Kati A1 - Koch, Thorsten A1 - Linderoth, Jeff A1 - Lübbecke, Marco A1 - Mittelmann, Hans A1 - Ozyurt, Derya A1 - Ralphs, Ted A1 - Salvagnin, Domenico A1 - Shinano, Yuji T1 - MIPLIB 2017: Data-Driven Compilation of the 6th Mixed-Integer Programming Library JF - Mathematical Programming Computation N2 - We report on the selection process leading to the sixth version of the Mixed Integer Programming Library. Selected from an initial pool of over 5,000 instances, the new MIPLIB 2017 collection consists of 1,065 instances. A subset of 240 instances was specially selected for benchmarking solver performance. For the first time, the compilation of these sets was done using a data-driven selection process supported by the solution of a sequence of mixed integer optimization problems, which encoded requirements on diversity and balancedness with respect to instance features and performance data. Y1 - 2021 U6 - https://doi.org/10.1007/s12532-020-00194-3 VL - 13 IS - 3 SP - 443 EP - 490 ER - TY - GEN A1 - Georges, Alexander A1 - Gleixner, Ambros A1 - Gojic, Gorana A1 - Gottwald, Robert Lion A1 - Haley, David A1 - Hendel, Gregor A1 - Matejczyk, Bartlomiej T1 - Feature-Based Algorithm Selection for Mixed Integer Programming N2 - Mixed integer programming is a versatile and valuable optimization tool. However, solving specific problem instances can be computationally demanding even for cutting-edge solvers. Such long running times are often significantly reduced by an appropriate change of the solver's parameters. In this paper we investigate "algorithm selection", the task of choosing among a set of algorithms the ones that are likely to perform best for a particular instance. In our case, we treat different parameter settings of the MIP solver SCIP as different algorithms to choose from. Two peculiarities of the MIP solving process have our special attention. We address the well-known problem of performance variability by using multiple random seeds. Besides solving time, primal dual integrals are recorded as a second performance measure in order to distinguish solvers that timed out. We collected feature and performance data for a large set of publicly available MIP instances. The algorithm selection problem is addressed by several popular, feature-based methods, which have been partly extended for our purpose. Finally, an analysis of the feature space and performance results of the selected algorithms are presented. T3 - ZIB-Report - 18-17 KW - algorithm selection KW - mixed integer programming Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-68362 SN - 1438-0064 ER - TY - CHAP A1 - Hendel, Gregor A1 - Miltenberger, Matthias A1 - Witzig, Jakob T1 - Adaptive Algorithmic Behavior for Solving Mixed Integer Programs Using Bandit Algorithms T2 - OR 2018: International Conference on Operations Research N2 - State-of-the-art solvers for mixed integer programs (MIP) govern a variety of algorithmic components. Ideally, the solver adaptively learns to concentrate its computational budget on those components that perform well on a particular problem, especially if they are time consuming. We focus on three such algorithms, namely the classes of large neighborhood search and diving heuristics as well as Simplex pricing strategies. For each class we propose a selection strategy that is updated based on the observed runtime behavior, aiming to ultimately select only the best algorithms for a given instance. We review several common strategies for such a selection scenario under uncertainty, also known as Multi Armed Bandit Problem. In order to apply those bandit strategies, we carefully design reward functions to rank and compare each individual heuristic or pricing algorithm within its respective class. Finally, we discuss the computational benefits of using the proposed adaptive selection within the SCIP Optimization Suite on publicly available MIP instances. Y1 - 2018 ER - TY - THES A1 - Miltenberger, Matthias T1 - Linear Programming in MILP Solving - A Computational Perspective N2 - Mixed-integer linear programming (MILP) plays a crucial role in the field of mathematical optimization and is especially relevant for practical applications due to the broad range of problems that can be modeled in that fashion. The vast majority of MILP solvers employ the LP-based branch-and-cut approach. As the name suggests, the linear programming (LP) subproblems that need to be solved therein influence their behavior and performance significantly. This thesis explores the impact of various LP solvers as well as LP solving techniques on the constraint integer programming framework SCIP Optimization Suite. SCIP allows for comparisons between academic and open-source LP solvers like Clp and SoPlex, as well as commercially developed, high-end codes like CPLEX, Gurobi, and Xpress. We investigate how the overall performance and stability of an MILP solver can be improved by new algorithmic enhancements like LP solution polishing and persistent scaling that we have implemented in the LP solver SoPlex. The former decreases the fractionality of LP solutions by selecting another vertex on the optimal hyperplane of the LP relaxation, exploiting degeneracy. The latter provides better numerical properties for the LP solver throughout the MILP solving process by preserving and extending the initial scaling factors, effectively also improving the overall performance of SCIP. Both enhancement techniques are activated by default in the SCIP Optimization Suite. Additionally, we provide an analysis of numerical conditions in SCIP through the lens of the LP solver by comparing different measures and how these evolve during the different stages of the solving process. A side effect of our work on this topic was the development of TreeD: a new and convenient way of presenting the search tree interactively and animated in the three-dimensional space. This visualization technique facilitates a better understanding of the MILP solving process of SCIP. Furthermore, this thesis presents the various algorithmic techniques like the row representation and iterative refinement that are implemented in SoPlex and that distinguish the solver from other simplex-based codes. Although it is often not as performant as its competitors, SoPlex demonstrates the ongoing research efforts in the field of linear programming with the simplex method. Aside from that, we demonstrate the rapid prototyping of algorithmic ideas and modeling approaches via PySCIPOpt, the Python interface to the SCIP Optimization Suite. This tool allows for convenient access to SCIP's internal data structures from the user-friendly Python programming language to implement custom algorithms and extensions without any prior knowledge of SCIP's programming language C. TreeD is one such example, demonstrating the use of several Python libraries on top of SCIP. PySCIPOpt also provides an intuitive modeling layer to formulate problems directly in the code without having to utilize another modeling language or framework. All contributions presented in this thesis are readily accessible in source code in SCIP Optimization Suite or as separate projects on the public code-sharing platform GitHub. KW - linear programming KW - mixed-integer programming KW - optimization KW - simplex KW - SCIP Y1 - 2023 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-91873 UR - https://www.dr.hut-verlag.de/9783843953238.html SN - 9783843953238 PB - Verlag Dr. Hut GmbH ER - TY - GEN A1 - Witzig, Jakob A1 - Gleixner, Ambros T1 - Conflict-Driven Heuristics for Mixed Integer Programming N2 - Two essential ingredients of modern mixed-integer programming (MIP) solvers are diving heuristics that simulate a partial depth-first search in a branch-and-bound search tree and conflict analysis of infeasible subproblems to learn valid constraints. So far, these techniques have mostly been studied independently: primal heuristics under the aspect of finding high-quality feasible solutions early during the solving process and conflict analysis for fathoming nodes of the search tree and improving the dual bound. Here, we combine both concepts in two different ways. First, we develop a diving heuristic that targets the generation of valid conflict constraints from the Farkas dual. We show that in the primal this is equivalent to the optimistic strategy of diving towards the best bound with respect to the objective function. Secondly, we use information derived from conflict analysis to enhance the search of a diving heuristic akin to classical coefficient diving. The computational performance of both methods is evaluated using an implementation in the source-open MIP solver SCIP. Experiments are carried out on publicly available test sets including Miplib 2010 and Cor@l. T3 - ZIB-Report - 19-08 KW - mixed integer programming; primal heuristics; conflict analysis; branch-and-bound Y1 - 2019 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-72204 SN - 1438-0064 ER - TY - GEN A1 - Hendel, Gregor A1 - Miltenberger, Matthias A1 - Witzig, Jakob T1 - Adaptive Algorithmic Behavior for Solving Mixed Integer Programs Using Bandit Algorithms N2 - State-of-the-art solvers for mixed integer programs (MIP) govern a variety of algorithmic components. Ideally, the solver adaptively learns to concentrate its computational budget on those components that perform well on a particular problem, especially if they are time consuming. We focus on three such algorithms, namely the classes of large neighborhood search and diving heuristics as well as Simplex pricing strategies. For each class we propose a selection strategy that is updated based on the observed runtime behavior, aiming to ultimately select only the best algorithms for a given instance. We review several common strategies for such a selection scenario under uncertainty, also known as Multi Armed Bandit Problem. In order to apply those bandit strategies, we carefully design reward functions to rank and compare each individual heuristic or pricing algorithm within its respective class. Finally, we discuss the computational benefits of using the proposed adaptive selection within the \scip Optimization Suite on publicly available MIP instances. T3 - ZIB-Report - 18-36 KW - mixed integer programming KW - primal heuristics KW - multi armed bandit Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-69563 SN - 1438-0064 ER - TY - GEN A1 - Gamrath, Gerald A1 - Koch, Thorsten A1 - Martin, Alexander A1 - Miltenberger, Matthias A1 - Weninger, Dieter T1 - Progress in Presolving for Mixed Integer Programming N2 - Presolving attempts to eliminate redundant information from the problem formulation and simultaneously tries to strengthen the formulation. It can be very effective and is often essential for solving instances. Especially for mixed integer programming problems, fast and effective presolving algorithms are very important. In this paper, we report on three new presolving techniques. The first method searches for singleton continuous columns and tries to fix the corresponding variables. Then we present a presolving technique which exploits a partial order of the variables to induce fixings. Finally, we show an approach based on connected components in graphs. Our computational results confirm the profitable use of the algorithms in practice. T3 - ZIB-Report - 13-48 KW - mixed-integer programming KW - presolving KW - preprocessing Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42530 SN - 1438-0064 ER - TY - CHAP A1 - Gamrath, Gerald A1 - Berthold, Timo A1 - Heinz, Stefan A1 - Winkler, Michael T1 - Structure-Based Primal Heuristics for Mixed Integer Programming T2 - Optimization in the Real World N2 - Primal heuristics play an important role in the solving of mixed integer programs (MIPs). They help to reach optimality faster and provide good feasible solutions early in the solving process. In this paper, we present two new primal heuristics which take into account global structures available within MIP solvers to construct feasible solutions at the beginning of the solving process. These heuristics follow a large neighborhood search (LNS) approach and use global structures to define a neighborhood that is with high probability significantly easier to process while (hopefully) still containing good feasible solutions. The definition of the neighborhood is done by iteratively fixing variables and propagating these fixings. Thereby, fixings are determined based on the predicted impact they have on the subsequent domain propagation. The neighborhood is solved as a sub-MIP and solutions are transferred back to the original problem. Our computational experiments on standard MIP test sets show that the proposed heuristics find solutions for about every third instance and therewith help to improve the average solving time. Y1 - 2015 SN - 978-4-431-55419-6 U6 - https://doi.org/10.1007/978-4-431-55420-2_3 VL - 13 SP - 37 EP - 53 PB - Springer Japan ER - TY - GEN A1 - Witzig, Jakob A1 - Berthold, Timo A1 - Heinz, Stefan T1 - Experiments with Conflict Analysis in Mixed Integer Programming 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. T3 - ZIB-Report - 16-63 Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-61087 SN - 1438-0064 ER - TY - GEN A1 - Cheung, Kevin K. H. A1 - Gleixner, Ambros A1 - Steffy, Daniel T1 - Verifying Integer Programming Results N2 - Software for mixed-integer linear programming can return incorrect results for a number of reasons, one being the use of inexact floating-point arithmetic. Even solvers that employ exact arithmetic may suffer from programming or algorithmic errors, motivating the desire for a way to produce independently verifiable certificates of claimed results. Due to the complex nature of state-of-the-art MILP solution algorithms, the ideal form of such a certificate is not entirely clear. This paper proposes such a certificate format, illustrating its capabilities and structure through examples. The certificate format is designed with simplicity in mind and is composed of a list of statements that can be sequentially verified using a limited number of simple yet powerful inference rules. We present a supplementary verification tool for compressing and checking these certificates independently of how they were created. We report computational results on a selection of mixed-integer linear programming instances from the literature. To this end, we have extended the exact rational version of the MIP solver SCIP to produce such certificates. T3 - ZIB-Report - 16-58 KW - correctness, verification, proof, certificate, optimality, infeasibility, mixed-integer linear programming Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-61044 SN - 1438-0064 ER - TY - GEN A1 - Fujisawa, Katsuki A1 - Shinano, Yuji A1 - Waki, Hayato T1 - Optimization in the Real World T2 - Mathematics for Industry (MFI) Y1 - 2015 SN - 978-4-431-55419-6 U6 - https://doi.org/10.1007/978-4-431-55420-2 VL - 13 PB - Springer Tokyo Heidelberg New York Dordrecht London ER - TY - GEN A1 - Gleixner, Ambros A1 - Bastubbe, Michael A1 - Eifler, Leon A1 - Gally, Tristan A1 - Gamrath, Gerald A1 - Gottwald, Robert Lion A1 - Hendel, Gregor A1 - Hojny, Christopher A1 - Koch, Thorsten A1 - Lübbecke, Marco A1 - Maher, Stephen J. A1 - Miltenberger, Matthias A1 - Müller, Benjamin A1 - Pfetsch, Marc A1 - Puchert, Christian A1 - Rehfeldt, Daniel A1 - Schlösser, Franziska A1 - Schubert, Christoph A1 - Serrano, Felipe A1 - Shinano, Yuji A1 - Viernickel, Jan Merlin A1 - Walter, Matthias A1 - Wegscheider, Fabian A1 - Witt, Jonas T. A1 - Witzig, Jakob T1 - The SCIP Optimization Suite 6.0 N2 - The SCIP Optimization Suite provides a collection of software packages for mathematical optimization centered around the constraint integer programming framework SCIP. This paper discusses enhancements and extensions contained in version 6.0 of the SCIP Optimization Suite. Besides performance improvements of the MIP and MINLP core achieved by new primal heuristics and a new selection criterion for cutting planes, one focus of this release are decomposition algorithms. Both SCIP and the automatic decomposition solver GCG now include advanced functionality for performing Benders’ decomposition in a generic framework. GCG’s detection loop for structured matrices and the coordination of pricing routines for Dantzig-Wolfe decomposition has been significantly revised for greater flexibility. Two SCIP extensions have been added to solve the recursive circle packing problem by a problem-specific column generation scheme and to demonstrate the use of the new Benders’ framework for stochastic capacitated facility location. Last, not least, the report presents updates and additions to the other components and extensions of the SCIP Optimization Suite: the LP solver SoPlex, the modeling language Zimpl, the parallelization framework UG, the Steiner tree solver SCIP-Jack, and the mixed-integer semidefinite programming solver SCIP-SDP. T3 - ZIB-Report - 18-26 KW - constraint integer programming KW - linear programming KW - mixed-integer linear programming KW - mixed-integer nonlinear programming KW - optimization solver KW - branch-and-cut KW - branch-and-price KW - column generation framework KW - parallelization KW - mixed-integer semidefinite programming KW - Steiner tree optimization Y1 - 2018 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-69361 SN - 1438-0064 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 - Gamrath, Gerald A1 - Berthold, Timo A1 - Salvagnin, Domenico T1 - An exploratory computational analysis of dual degeneracy in mixed-integer programming JF - EURO Journal on Computational Optimization N2 - Dual degeneracy, i.e., the presence of multiple optimal bases to a linear programming (LP) problem, heavily affects the solution process of mixed integer programming (MIP) solvers. Different optimal bases lead to different cuts being generated, different branching decisions being taken and different solutions being found by primal heuristics. Nevertheless, only a few methods have been published that either avoid or exploit dual degeneracy. The aim of the present paper is to conduct a thorough computational study on the presence of dual degeneracy for the instances of well-known public MIP instance collections. How many instances are affected by dual degeneracy? How degenerate are the affected models? How does branching affect degeneracy: Does it increase or decrease by fixing variables? Can we identify different types of degenerate MIPs? As a tool to answer these questions, we introduce a new measure for dual degeneracy: the variable–constraint ratio of the optimal face. It provides an estimate for the likelihood that a basic variable can be pivoted out of the basis. Furthermore, we study how the so-called cloud intervals—the projections of the optimal face of the LP relaxations onto the individual variables—evolve during tree search and the implications for reducing the set of branching candidates. Y1 - 2020 U6 - https://doi.org/10.1007/s13675-020-00130-z IS - 8 SP - 241 EP - 246 ER -