Progressively Strengthening and Tuning MIP Solvers for Reoptimization

Abstract

This paper explores reoptimization techniques for solving sequences of similar mixed integer programs (MIPs) more effectively. Traditionally, these MIPs are solved independently, without capitalizing on information from previously solved instances. Our approach focuses on primal bound improvements by reusing the solutions of the previously solved instances as well as dual bound improvements by reusing the branching history and automating parameter-tuning. We also describe ways to improve the solver performance by extending ideas from reliability branching to generate better pseudocosts. Our reoptimization approach, which we developed for the computational competition of the MIP 2023 workshop, earned us the first prize. In this paper, we thoroughly analyze the performance of each technique and their combined impact on the solver's performance. Finally, we present ways to extend our techniques in practice for further improvements.Comment: Submitted to MPC journa