- Branch-and-bound methods for mixed-integer programming (MIP) are traditionally based on solving a linear programming (LP) relaxation and branching on a variable which takes a fractional value in the (single) computed relaxation optimum. In this paper we study branching strategies for mixed-integer programs that exploit the knowledge of multiple alternative optimal solutions (a cloud) of the current LP relaxation. These strategies naturally extend state-of-the-art methods like strong branching, pseudocost branching, and their hybrids. We show that by exploiting dual degeneracy, and thus multiple alternative optimal solutions, it is possible to enhance traditional methods. We present preliminary computational results, applying the newly proposed strategy to full strong branching, which is known to be the MIP branching rule leading to the fewest number of search nodes. It turns out that cloud branching can reduce the mean running time by up to 30% on standard test sets.
|Author:||Timo Berthold, Domenico Salvagnin|
|Editor:||Carla Gomes, Meinolf Sellmann|
|Document Type:||In Collection|
|Parent Title (English):||Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems|
|Series:||Lecture Notes in Computer Science|
|Year of first publication:||2013|