Four good reasons to use an Interior Point solver within a MIP solver

Please always quote using this URN: urn:nbn:de:0297-zib-64599

"Interior point algorithms are a good choice for solving pure LPs or QPs, but when you solve MIPs, all you need is a dual simplex." This is the common conception which disregards that an interior point solution provides some unique structural insight into the problem at hand. In this paper, we will discuss some of the benefits that an interior point solver brings to the solution of difficult MIPs within FICO Xpress. This includes many different components of the MIP solver such as branching variable selection, primal heuristics, preprocessing, and of course the solution of the LP relaxation.

Metadaten
Author:	Timo Berthold ORCiD, Michael Perregaard, Csaba Mészáros
Document Type:	ZIB-Report
Tag:	Newton barrier method; analytic center; interior point algorithm; mixed integer programming
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] / 90C51 Interior-point methods
Date of first Publication:	2017/07/18
Series (Serial Number):	ZIB-Report (17-42)
ISSN:	1438-0064
Published in:	Kliewer N., Ehmke J., Borndörfer R. (eds) Operations Research Proceedings 2017
DOI:	https://doi.org/10.1007/978-3-319-89920-6_22

Open Access