Measuring the impact of primal heuristics

  • In modern MIP solvers, primal heuristics play a major role in finding and improving feasible solutions early in the solution process. However, classical performance measures such as time to optimality or number of branch-and-bound nodes reflect the impact of primal heuristics on the overall solving process badly. This article discusses the question of how to evaluate the effect of primal heuristics. Therefore, we introduce a new performance measure, the "primal integral" which depends on the quality of solutions found during the solving process as well as on the points in time when they are found. Our computational results reveal that heuristics improve the performance of MIP solvers in terms of the primal bound by around 80%. Further, we compare five state-of-the-art MIP solvers w.r.t. the newly proposed measure.

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Metadaten
Author:Timo Berthold
Document Type:Article
Parent Title (English):Operations Research Letters
Volume:41
Issue:6
First Page:611
Last Page:614
Year of first publication:2013
Preprint:urn:nbn:de:0297-zib-17887
DOI:http://dx.doi.org/10.1016/j.orl.2013.08.007

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