The MCF-Separator -- Detecting and Exploiting Multi-Commodity Flow Structures in MIPs

Please always quote using this URN: urn:nbn:de:0297-zib-11592
  • Given a general mixed integer program (MIP), we automatically detect block structures in the constraint matrix together with the coupling by capacity constraints arising from multi-commodity-flow formulations. We identify the underlying graph and generate cutting planes based on cuts in the detected network. Our implementation adds a separator to the branch-and-cut libraries of SCIP and CPLEX. We make use of the complemented mixed integer rounding framework (cMIR) but provide a special purpose aggregation heuristic that exploits the network structure. Our separation scheme speeds-up the computation for a large set of MIPs coming from network design problems by a factor of two on average.

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Metadaten
Author:Tobias Achterberg, Christian Raack
Document Type:ZIB-Report
Tag:cplex; cut-based inequalities; mixed integer programming; network detection; scip
MSC-Classification: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] / 90C35 Programming involving graphs or networks [See also 90C27]
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C57 Polyhedral combinatorics, branch-and-bound, branch-and-cut
Date of first Publication:2009/11/30
Series (Serial Number):ZIB-Report (09-38)
ISSN:1438-0064