SCIP-Jack—a solver for STP and variants with parallelization extensions

This is the author accepted manuscript. The final version is available from Springer Verlag via the DOI in this record The Steiner tree problem in graphs is a classical problem that commonly arises in practical applications as one of many variants. While often a strong relationship between different Steiner tree problem variants can be observed, solution approaches employed so far have been prevalently problemspecific. In contrast, this paper introduces a general-purpose solver that can be used to solve both the classical Steiner tree problem and many of its variants without modification. This versatility is achieved by transforming various problem variants into a general form and solving them by using a state-ofthe-art MIP-framework. The result is a high-performance solver that can be employed in massively parallel environments and is capable of solving previously unsolved instances.German Federal Ministry of Education and Researc

Branching on multi-aggregated variables

open5siopenGamrath, Gerald; Melchiori, Anna; Berthold, Timo; Gleixner, Ambros M.; Salvagnin, DomenicoGamrath, Gerald; Melchiori, Anna; Berthold, Timo; Gleixner, Ambros M.; Salvagnin, Domenic

Verifying integer programming results

Software for mixed-integer linear programming can return incorrect results for a number of reasons, one being the use of inexact floating-point arithmetic. Even solvers that employ exact arithmetic may suffer from programming or algorithmic errors, motivating the desire for a way to produce independently verifiable certificates of claimed results. Due to the complex nature of state-of-the-art MIP solution algorithms, the ideal form of such a certificate is not entirely clear. This paper proposes such a certificate format designed with simplicity in mind, which is composed of a list of statements that can be sequentially verified using a limited number of inference rules. We present a supplementary verification tool for compressing and checking these certificates independently of how they were created. We report computational results on a selection of MIP instances from the literature. To this end, we have extended the exact rational version of the MIP solver SCIP to produce such certificates

An exploratory computational analysis of dual degeneracy in mixed-integer programming

Dual degeneracy, i.e., the presence of multiple optimal bases to a linear programming (LP) problem, heavily affects the solution process of mixed integer programming (MIP) solvers. Different optimal bases lead to different cuts being generated, different branching decisions being taken and different solutions being found by primal heuristics. Nevertheless, only a few methods have been published that either avoid or exploit dual degeneracy. The aim of the present paper is to conduct a thorough computational study on the presence of dual degeneracy for the instances of well-known public MIP instance collections. How many instances are affected by dual degeneracy? How degenerate are the affected models? How does branching affect degeneracy: Does it increase or decrease by fixing variables? Can we identify different types of degenerate MIPs? As a tool to answer these questions, we introduce a new measure for dual degeneracy: the variable\u2013constraint ratio of the optimal face. It provides an estimate for the likelihood that a basic variable can be pivoted out of the basis. Furthermore, we study how the so-called cloud intervals\u2014the projections of the optimal face of the LP relaxations onto the individual variables\u2014evolve during tree search and the implications for reducing the set of branching candidates

Primal Heuristics for Branch-and-Price Algorithms

In this paper, we present several primal heuristics which we implemented in the branch-and-price solver GCG based on the SCIP framework. This involves new heuristics as well as heuristics from the literature that make use of the reformulation yielded by the Dantzig-Wolfe decomposition. We give short descriptions of those heuristics and briefly discuss computational results. Furthermore, we give an outlook on current and further development

Partial convexification of general MIPs by Dantzig-Wolfe reformulation

Dantzig-Wolfe decomposition is well-known to provide strong dual bounds for specially structured mixed integer programs (MIPs) in practice. However, the method is not implemented in any state-of-the-art MIP solver: it needs tailoring to the particular problem; the decomposition must be determined from the typical bordered block-diagonal matrix structure; the resulting column generation subproblems must be solved efficiently; etc. We provide a computational proof-of-concept that the process can be automated in principle, and that strong dual bounds can be obtained on general MIPs for which a solution by a decomposition has not been the first choice. We perform an extensive computational study on the 0-1 dynamic knapsack problem (without block-diagonal structure) and on general MIPLIB2003 instances. Our results support that Dantzig-Wolfe reformulation may hold more promise as a generalpurpose tool than previously acknowledged by the research community

Automatic Decomposition and Branch-and-Price -- A Status Report

We provide an overview of our recent efforts to automatize Dantzig-Wolfe reformulation and column generation/branch-and-price for structured, large-scale integer programs. We present the need for and the benefits from a generic implementation which does not need any user input or expert knowledge. A focus is on detecting structures in integer programs which are amenable to a Dantzig-Wolfe reformulation. We give computational results and discuss future research topics