SCIP Optimization Suite を利用した 混合整数(線形/非線形) 計画問題の解法

Solving mixed integer linear and nonlinear problems using the SCIP Optimization Suite

Please always quote using this URN: urn:nbn:de:0297-zib-15598
  • この論文ではソフトウェア・パッケージSCIP Optimization Suite を紹介し,その3つの構成要素:モデリン グ言語Zimpl, 線形計画(LP: linear programming) ソルバSoPlex, そして,制約整数計画(CIP: constraint integer programming) に対するソフトウェア・フレームワークSCIP, について述べる.本論文では,この3つの 構成要素を利用して,どのようにして挑戦的な混合整数線形計画問題(MIP: mixed integer linear optimization problems) や混合整数非線形計画問題(MINLP: mixed integer nonlinear optimization problems) をモデル化 し解くのかを説明する.SCIP は,現在,最も高速なMIP,MINLP ソルバの1つである.いくつかの例により, Zimpl, SCIP, SoPlex の利用方法を示すとともに,利用可能なインタフェースの概要を示す.最後に,将来の開 発計画の概要について述べる.
  • This paper introduces the SCIP Optimization Suite and discusses the capabilities of its three components: the modeling language Zimpl, the linear programming solver SoPlex, and the constraint integer programming framework SCIP. We explain how in concert these can be used to model and solve challenging mixed integer linear and nonlinear optimization problems. SCIP is currently one of the fastest non-commercial MIP and MINLP solvers. We demonstrate the usage of Zimpl, SCIP, and SoPlex by selected examples, we give an overview over available interfaces, and outline plans for future development.

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Metadaten
Author:Timo Berthold, Ambros M. Gleixner, Stefan Heinz, Thorsten Koch, Yuji Shinano
Document Type:ZIB-Report
Tag:SCIP, MIP, MINLP, CIP, LP, modeling, optimization
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C05 Linear programming
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
Date of first Publication:2012/07/25
Series (Serial Number):ZIB-Report (12-24)
ISSN:1438-0064
Published in:Appeared in: Proceedings of the 24th RAMP symposium. The Operations Society of Japan, RAMP: Research Association of Mathematical Programming. Masakazu Muramatsu (ed. ) 2012, pp. 165-192

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