Exploring the Numerics of Branch-and-Cut for Mixed Integer Linear Optimization

Please always quote using this URN: urn:nbn:de:0297-zib-64645
  • We investigate how the numerical properties of the LP relaxations evolve throughout the solution procedure in a solver employing the branch-and-cut algorithm. The long-term goal of this work is to determine whether the effect on the numerical conditioning of the LP relaxations resulting from the branching and cutting operations can be effectively predicted and whether such predictions can be used to make better algorithmic choices. In a first step towards this goal, we discuss here the numerical behavior of an existing solver in order to determine whether our intuitive understanding of this behavior is correct.

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Metadaten
Author:Matthias Miltenberger, Ted Ralphs, Daniel Steffy
Document Type:ZIB-Report
Tag:Algorithm Analysis; Linear Programming; Mixed Integer Programming
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
Date of first Publication:2017/07/20
Series (Serial Number):ZIB-Report (17-43)
ISSN:1438-0064