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Branching via Cutting Plane Selection: Improving Hybrid Branching

Please always quote using this URN: urn:nbn:de:0297-zib-91120
  • Cutting planes and branching are two of the most important algorithms for solving mixed-integer linear programs. For both algorithms, disjunctions play an important role, being used both as branching candidates and as the foundation for some cutting planes. We relate branching decisions and cutting planes to each other through the underlying disjunctions that they are based on, with a focus on Gomory mixed-integer cuts and their corresponding split disjunctions. We show that selecting branching decisions based on quality measures of Gomory mixed-integer cuts leads to relatively small branch-and-bound trees, and that the result improves when using cuts that more accurately represent the branching decisions. Finally, we show how the history of previously computed Gomory mixed-integer cuts can be used to improve the performance of the state-of-the-art hybrid branching rule of SCIP. Our results show a 4% decrease in solve time, and an 8% decrease in number of nodes over affected instances of MIPLIB 2017.

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Author:Mark TurnerORCiD, Timo BertholdORCiD, Mathieu BesançonORCiD, Thorsten KochORCiD
Document Type:ZIB-Report
Tag:cutting plane selection; mixed-integer programming; variable selection
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING
Date of first Publication:2023/06/13
Series (Serial Number):ZIB-Report (23-17)
ISSN:1438-0064
Licence (German):License LogoCreative Commons - CC BY - Namensnennung 4.0 International
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