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  • 1
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    Valid Linear Programming Bounds for Exact Mixed-Integer Programming (2011)
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    Publication Date: 2021-02-01
    Description: Fast computation of valid linear programming (LP) bounds serves as an important subroutine for solving mixed-integer programming problems exactly. We introduce a new method for computing valid LP bounds designed for this application. The algorithm corrects approximate LP dual solutions to be exactly feasible, giving a valid bound. Solutions are repaired by performing a projection and a shift to ensure all constraints are satisfied; bound computations are accelerated by reusing structural information through the branch-and-bound tree. We demonstrate this method to be widely applicable and faster than solving a sequence of exact LPs. Several variations of the algorithm are described and computationally evaluated in an exact branch-and-bound algorithm within the mixed-integer programming framework SCIP.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
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    OPUS
  • 2
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    Improving the Accuracy of Linear Programming Solvers with Iterative Refinement (2012)
    Details
    Publication Date: 2021-02-01
    Description: We describe an iterative refinement procedure for computing extended precision or exact solutions to linear programming problems (LPs). Arbitrarily precise solutions can be computed by solving a sequence of closely related LPs with limited precision arithmetic. The LPs solved share the same constraint matrix as the original problem instance and are transformed only by modification of the objective function, right-hand side, and variable bounds. Exact computation is used to compute and store the exact representation of the transformed problems, while numeric computation is used for solving LPs. At all steps of the algorithm the LP bases encountered in the transformed problems correspond directly to LP bases in the original problem description. We demonstrate that this algorithm is effective in practice for computing extended precision solutions and that this leads to direct improvement of the best known methods for solving LPs exactly over the rational numbers.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Library Location Call Number Volume/Issue/Year Availability
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    OPUS
  • 3
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    A Hybrid Branch-and-Bound Approach for Exact Rational Mixed-Integer Programming (2012)
    Details
    Publication Date: 2021-02-01
    Description: We present an exact rational solver for mixed-integer linear programming that avoids the numerical inaccuracies inherent in the floating-point computations used by existing software. This allows the solver to be used for establishing theoretical results and in applications where correct solutions are critical due to legal and financial consequences. Our solver is a hybrid symbolic/numeric implementation of LP-based branch-and-bound, using numerically-safe methods for all binding computations in the search tree. Computing provably accurate solutions by dynamically choosing the fastest of several safe dual bounding methods depending on the structure of the instance, our exact solver is only moderately slower than an inexact floating-point branch-and-bound solver. The software is incorporated into the SCIP optimization framework, using the exact LP solver QSopt_ex and the GMP arithmetic library. Computational results are presented for a suite of test instances taken from the MIPLIB and Mittelmann libraries and for a new collection of numerically difficult instances.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Library Location Call Number Volume/Issue/Year Availability
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    OPUS
  • 4
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    An Exact Rational Mixed-Integer Programming Solver (2011)
    Details
    Publication Date: 2021-02-01
    Language: English
    Type: conferenceobject , doc-type:conferenceObject
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    OPUS
  • 5
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    MIPLIB 2010 (2011)
    Details
    Publication Date: 2022-03-14
    Language: English
    Type: article , doc-type:article
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    OPUS
  • 6
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    Iterative Refinement for Linear Programming (2015)
    Details
    Publication Date: 2021-02-01
    Description: We describe an iterative refinement procedure for computing extended precision or exact solutions to linear programming problems (LPs). Arbitrarily precise solutions can be computed by solving a sequence of closely related LPs with limited precision arithmetic. The LPs solved share the same constraint matrix as the original problem instance and are transformed only by modification of the objective function, right-hand side, and variable bounds. Exact computation is used to compute and store the exact representation of the transformed problems, while numeric computation is used for solving LPs. At all steps of the algorithm the LP bases encountered in the transformed problems correspond directly to LP bases in the original problem description. We show that this algorithm is effective in practice for computing extended precision solutions and that it leads to a direct improvement of the best known methods for solving LPs exactly over the rational numbers. Our implementation is publically available as an extension of the academic LP solver SoPlex.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    OPUS
  • 7
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    Iterative Refinement for Linear Programming (2016)
    Details
    Publication Date: 2021-02-01
    Description: We describe an iterative refinement procedure for computing extended precision or exact solutions to linear programming problems (LPs). Arbitrarily precise solutions can be computed by solving a sequence of closely related LPs with limited precision arithmetic. The LPs solved share the same constraint matrix as the original problem instance and are transformed only by modification of the objective function, right-hand side, and variable bounds. Exact computation is used to compute and store the exact representation of the transformed problems, while numeric computation is used for solving LPs. At all steps of the algorithm the LP bases encountered in the transformed problems correspond directly to LP bases in the original problem description. We show that this algorithm is effective in practice for computing extended precision solutions and that it leads to a direct improvement of the best known methods for solving LPs exactly over the rational numbers. Our implementation is publically available as an extension of the academic LP solver SoPlex.
    Language: English
    Type: article , doc-type:article
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    OPUS
  • 8
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    Exploring the Numerics of Branch-and-Cut for Mixed Integer Linear Optimization (2017)
    Details
    Publication Date: 2021-02-01
    Description: 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.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Library Location Call Number Volume/Issue/Year Availability
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    OPUS
  • 9
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    Verifying Integer Programming Results (2016)
    Details
    Publication Date: 2021-02-01
    Description: 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 MILP solution algorithms, the ideal form of such a certificate is not entirely clear. This paper proposes such a certificate format, illustrating its capabilities and structure through examples. The certificate format is designed with simplicity in mind and is composed of a list of statements that can be sequentially verified using a limited number of simple yet powerful 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 mixed-integer linear programming instances from the literature. To this end, we have extended the exact rational version of the MIP solver SCIP to produce such certificates.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Format: application/pdf
    Library Location Call Number Volume/Issue/Year Availability
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    OPUS
  • 10
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    An Exact Rational Mixed-Integer Programming Solver (2011)
    Details
    Publication Date: 2021-02-01
    Description: We present an exact rational solver for mixed-integer linear programming that avoids the numerical inaccuracies inherent in the floating-point computations used by existing software. This allows the solver to be used for establishing theoretical results and in applications where correct solutions are critical due to legal and financial consequences. Our solver is a hybrid symbolic/numeric implementation of LP-based branch-and-bound, using numerically-safe methods for all binding computations in the search tree. Computing provably accurate solutions by dynamically choosing the fastest of several safe dual bounding methods depending on the structure of the instance, our exact solver is only moderately slower than an inexact floating-point branch-and-bound solver. The software is incorporated into the SCIP optimization framework, using the exact LP solver QSopt_ex and the GMP arithmetic library. Computational results are presented for a suite of test instances taken from the MIPLIB and Mittelmann collections.
    Language: English
    Type: reportzib , doc-type:preprint
    Format: application/pdf
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    OPUS
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